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~isPartOf:"Journal of financial economics"
~person:"Pelizzon, Loriana"
~subject:"Risk"
~subject:"Systemic risk"
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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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