Network topology and systemic risk: Evidence from the Euro Stoxx market
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More about this item
KeywordsSystemic risk; Copula; Tail dependence; Minimum spanning tree;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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