The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
Cipollini, Fabrizio, Giannozzi, Alessandro, Menchetti, Fiammetta, Roggi, OlivieroVolume:
58
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2020.06.005
Date:
September, 2020
File:
PDF, 1.05 MB
2020