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A sensitivities based CoVaR approach to asset commonality a..
Working paper series, No 2725 / September 2022
Del Vecchio, Leonardo
;
Giglio, Carla
;
Shaw, Frances
.. , 2022
Link:
https://data.europa.eu/doi/10.2866/748115
RT T1
A sensitivities based CoVaR approach to asset commonality and its application to SSM banks
UL https://suche.suub.uni-bremen.de/peid=eu-bookshop-vtls000539330&Exemplar=1&LAN=DE A1 Del Vecchio, Leonardo A1 Giglio, Carla A1 Shaw, Frances A1 Spanò, Guido A1 Cappelletti, Giuseppe PB [Europäische Zentralbank] YR 2022 NO 25 S. T3 Working paper series, No 2725 / September 2022 SN 9789289953122 K1 finanzielles Risiko K1 Haushaltsordnung K1 Ökonometrie K1 Konjunkturzyklus K1 Finanzmarkt K1 Wirtschaftspolitik K1 Finanzinstitution K1 Unternehmensfinanzierung LK http://dx.doi.org/https://data.europa.eu/doi/10.2866/748115 DO https://data.europa.eu/doi/10.2866/748115 SF ELIB - SuUB Bremen
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