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Scenario-based quantile connectedness of the U.S. interbank liquidity risk network - MaRDI portal

Scenario-based quantile connectedness of the U.S. interbank liquidity risk network

From MaRDI portal
Publication:6664655

DOI10.1016/j.jeconom.2024.105786MaRDI QIDQ6664655

Cindy M. Vojtech, Jushan Bai, Lina Lü, Tomohiro Ando

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)









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