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~person:"Choi, So Eun"
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Choi, So Eun
McAleer, Michael
93
Wang, Ruodu
45
Allen, David E.
42
Härdle, Wolfgang
39
Stoja, Evarist
37
Pérez Amaral, Teodosio
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Fabozzi, Frank J.
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Hammoudeh, Shawkat
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Daníelsson, Jón
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Dowd, Kevin
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Vanduffel, Steven
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Polanski, Arnold
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Vries, Casper G. de
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Chang, Chia-Lin
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Righi, Marcelo Brutti
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Rosazza Gianin, Emanuela
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Embrechts, Paul
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Huschens, Stefan
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Jiménez-Martín, Juan-Ángel
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Račev, Svetlozar T.
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Rüschendorf, Ludger
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Caporin, Massimiliano
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Dhaene, Jan
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Giot, Pierre
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Kratz, Marie
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Paolella, Marc S.
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Wied, Dominik
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Bernard, Carole
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Dionne, Georges
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Stoyanov, Stoyan V.
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Albrecht, Peter
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Boonen, Tim J.
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Lucas, André
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Mao, Tiantian
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Chlebus, Marcin
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
2
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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