Scenario-based quantile connectedness of the U.S. interbank liquidity risk network

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Publication:6664655

DOI10.1016/J.JECONOM.2024.105786MaRDI QIDQ6664655FDOQ6664655


Authors: Tomohiro Ando, Jushan Bai, Lina Lü, Cindy M. Vojtech Edit this on Wikidata


Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)








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