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Measuring and testing for the systemically important financial institutions
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Economische en financiële publicaties
Working Papers
Measuring and testing for the systemically important financial institutions
Measuring and testing for the systemically important financial institutions
oktober 2012
Castro, C.
/
Ferrari, S.
Working Paper N° 228
JEL-classificatie:
C21
C58
G32
Trefwoorden:
systemic risk
SIFIs
interconnectedness
quantile regression
stochastic dominance test
Macro-prudential Research Network (MaRs)
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