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1 Ergebnisse
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A sensitivities based CoVaR approach to asset commonality a..:
Del Vecchio, Leonardo
;
Giglio, Carla
;
Shaw, Frances
..
Series: ECB Working Paper. , 2022
Link:
http://hdl.handle.net/10419/269132
RT Journal T1
A sensitivities based CoVaR approach to asset commonality and its application to SSM banks
UL https://suche.suub.uni-bremen.de/peid=base-ftzbwkiel:oai:econstor.eu:10419_269132&Exemplar=1&LAN=DE A1 Del Vecchio, Leonardo A1 Giglio, Carla A1 Shaw, Frances A1 Spanò, Guido A1 Cappelletti, Giuseppe PB Frankfurt a. M.: European Central Bank (ECB) YR 2022 K1 ddc:330 K1 C58 K1 E32 K1 G01 K1 G12 K1 G18 K1 G20 K1 G32 K1 Systemic risk K1 Overlapping portfolios K1 Financial networks K1 Financial regulation K1 CoVaR JF Series: ECB Working Paper LK http://hdl.handle.net/10419/269132 DO http://hdl.handle.net/10419/269132 SF ELIB - SuUB Bremen
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