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CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo.
In: DEM Working Papers Series.
RePEc:pav:demwpp:demwp0116.

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  1. From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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  2. Measuring systemic risk and contagion in the European financial network. (2022). Rastelli, Riccardo ; Tafakori, Laleh ; Pourkhanali, Armin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02135-y.

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  3. Market-implied systemic risk and shadow capital adequacy. (2019). Jobst, Andreas ; Chatterjee, Somnath.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0823.

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  4. Bail in or Bail out? The Atlante example from a systemic risk perspective. (2016). Parisi, Laura ; Giudici, Paolo.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0124.

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References

References cited by this document

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