LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS (Q2970316)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS |
scientific article |
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LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS (English)
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30 March 2017
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fire sales
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liquidation
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systemic risk indicator
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contagion
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