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Measuring and testing for the systemically important financial institutions
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Measuring and testing for the systemically important financial institutions
Measuring and testing for the systemically important financial institutions
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octobre 2012
Castro, C.
/
Ferrari, S.
Working Paper N° 228
Classification JEL:
C21
C58
G32
Mots-clés:
systemic risk
SIFIs
interconnectedness
quantile regression
stochastic dominance test
Macro-prudential Research Network (MaRs)
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