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

DOI10.1016/J.JFINECO.2011.12.010MaRDI QIDQ138166FDO

Authors Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon

Publication date June 2012

Published in Journal of Financial Economics (Search for Journal in Brave)

Cited in

(1)

• SystemicR

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