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Measuring Network Systemic Risk Contributions: A Leave-one-out Approach

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  • Sullivan HUE
  • Yannick LUCOTTE
  • Sessi TOKPAVI

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  • Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring Network Systemic Risk Contributions: A Leave-one-out Approach," LEO Working Papers / DR LEO 2608, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Handle: RePEc:leo:wpaper:2608
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