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Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment
De Sola Perea, Maite, Dunne, Peter G., Puhl, Martin, Reininger, ThomasVolume:
53
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2019.06.001
Date:
September, 2019
File:
PDF, 3.15 MB
english, 2019