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Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni, Caporin, Massimiliano, Paterlini, SandraLanguage:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2019.105659
Date:
September, 2019
File:
PDF, 2.93 MB
english, 2019