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Modeling Financial Sector Joint Tail Risk in the Euro Area

Andre Lucas (), Bernd Schwaab and Xin Zhang

Journal of Applied Econometrics, 2017, vol. 32, issue 1, 171-191

Date: 2017
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Working Paper: Modeling financial sector joint tail risk in the euro area (2015) Downloads
Working Paper: Modeling financial sector joint tail risk in the euro area (2015) Downloads
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