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~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance set"
~person:"Aldasoro, Iñaki"
~person:"Billio, Monica"
~person:"Carletti, Elena"
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Systemic risk tomography : signals, measurement and transmission channels
Billio, Monica
(
ed.
);
Pelizzon, Loriana
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011581791
Saved in:
2
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
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