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Measuring Network Systemic Risk Contributions: A Leave-one-out Approach

Sullivan Hue (), Yannick Lucotte () and Sessi Tokpavi ()

No 2608, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

New Economics Papers: this item is included in nep-rmg
Date: 2018
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Journal Article: Measuring network systemic risk contributions: A leave-one-out approach (2019) Downloads
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