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~person:"Lardy, Jean-Pierre"
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Search: subject:"Systemic Risks"
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high correlation regimes
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subprime crisis
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systemic risks
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Lardy, Jean-Pierre
Ojo, Marianne
11
Dumičić, Mirna
6
Kok Sørensen, Christoffer
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Mongelli, Francesco Paolo
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Liebeg, David
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Sornette, Didier
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Bax, Karoline
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Bonaccolto, Giovanni
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Cauwels, Peter
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Paterlini, Sandra
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Weber, Rolf H.
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Aikman, David
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Al-Shari, Hussein Ahmed
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Angotti, Romain
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Arnal, Judith
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Banco de España. Dirección General de Economía y Estadística
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Borgioli, Stefano
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Budnik, Katarzyna
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Cassola, Nuno
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Cerutti, Eugenio
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Liu, Yaqing
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Lokhande, M. A.
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Université Paris-Dauphine (Paris IX)
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Correlation, CDOs of ABS and the subprime crisis.
Lardy, Jean-Pierre
;
Patras, Frédéric
;
Vialard, …
-
Université Paris-Dauphine
-
2009
Persistent link: https://www.econbiz.de/10009319609
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2
Correlation, CDOs of ABS and the subprime crisis
Lardy, Jean-Pierre
;
Patras, Frédéric
;
Vialard, …
-
Université Paris-Dauphine (Paris IX)
-
2009
Persistent link: https://www.econbiz.de/10010707701
Saved in:
3
CDOs: How far should we depart from Gaussian copulas?
Lardy, Jean-Pierre
;
Patras, Frédéric
;
Vialard, …
-
Université Paris-Dauphine (Paris IX)
-
2008
With hindsight, the subprime crisis highlighted the importance of high correlation regimes and
systemic
risks
and …
Persistent link: https://www.econbiz.de/10010706612
Saved in:
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