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~isPartOf:"Economic review"
~isPartOf:"The review of financial studies"
~person:"Engle, Robert F."
~subject:"USA"
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SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
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