Network tail risk estimation in the European banking system (Q2246610)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Network tail risk estimation in the European banking system |
scientific article |
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Network tail risk estimation in the European banking system (English)
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16 November 2021
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financial networks
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systemic risk
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graphical models
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CoVaR
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tail risk
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