Measuring network systemic risk contributions: A leave-one-out approach

Sullivan Hué, Yannick Lucotte and Sessi Tokpavi ()

No 2708, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

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