Network tail risk estimation in the European banking system
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Publication:2246610
DOI10.1016/j.jedc.2021.104125zbMath1475.91392OpenAlexW3159287746MaRDI QIDQ2246610
Gabriele Torri, Rosella Giacometti, Tomas Tichý
Publication date: 16 November 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104125
Statistical methods; risk measures (91G70) Financial networks (including contagion, systemic risk, regulation) (91G45)
Uses Software
Cites Work
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