Measuring the systemic importance of financial institutions using market information
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Volume (Year): 8 (2010)
Issue (Month): 1 (June)
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"On the pricing of corporate debt: the risk structure of interest rates,"
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- Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
- Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
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