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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk management in financial institutions"
~person:"Yang, Hank Z."
~subject:"Credit risk"
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Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
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