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Cyclicality in catastrophic and operational risk measurements

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  • Allen, Linda
  • Bali, Turan G.

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  • Allen, Linda & Bali, Turan G., 2007. "Cyclicality in catastrophic and operational risk measurements," Journal of Banking & Finance, Elsevier, vol. 31(4), pages 1191-1235, April.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:4:p:1191-1235
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