Econometric measures of connectedness and systemic risk in the finance and insurance sectors (Q138166)

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    Econometric measures of connectedness and systemic risk in the finance and insurance sectors
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      104
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      3
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      535-559
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      June 2012
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      Monica Billio
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      Mila Getmansky
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      Andrew W. Lo
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      Loriana Pelizzon
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