The reciprocal relationship between systemic risk and real economic activity
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More about this item
KeywordsPersistence; distress; contagion; panel VAR;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
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