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~isPartOf:"Journal of financial services research"
~person:"Bianchi, Michele Leonardo"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Journal of financial services research
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Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net
Bianchi, Michele Leonardo
;
Sorrentino, Alberto Maria
- In:
Journal of financial services research
62
(
2022
)
1/2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10013443858
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