Systemic risk measures (Q1618913)

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Systemic risk measures
scientific article

    Statements

    title
    Systemic risk measures (English)
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    published in
    Physica A
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    publication date
    13 November 2018
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    zbMATH Keywords
    systemic risk
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    joint default indicator
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    clusters
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    Identifiers

    zbMATH DE Number
    6977555
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