Estimating global bank network connectedness
Author:
Affiliation:
1. MIT; Cambridge, MA 02139 USA
2. University of Pennsylvania; Philadelphia, PA 19104 USA
3. Koç University; Istanbul Turkey
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2585/fullpdf
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5. CoVaR;Adrian;American Economic Review,2016
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