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Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach

Journal of Economic Dynamics and Control - Netherlands
doi 10.1016/j.jedc.2018.12.001
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Abstract

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Categories
ControlApplied MathematicsOptimizationEconometricsEconomics
Date

March 1, 2019

Authors
Sullivan HuéYannick LucotteSessi Tokpavi
Publisher

Elsevier BV


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