Impact of value-at-risk models on market stability
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Publication:1655705
DOI10.1016/J.JEDC.2017.07.002zbMath1401.91590OpenAlexW2733961078MaRDI QIDQ1655705
Gilbert Peffer, Bàrbara Llacay
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/114078
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