Econometric measures of connectedness and systemic risk in the finance and insurance sectors
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Publication:138166
DOI10.1016/J.JFINECO.2011.12.010MaRDI QIDQ138166FDOQ138166
Andrew W. Lo, Monica Billio, Mila Getmansky, Loriana Pelizzon
Publication date: June 2012
Published in: Journal of Financial Economics (Search for Journal in Brave)
Cited In (1)
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