SystemicRisk
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20 hours ago •
TommasoBelluzzo
TommasoBelluzzo
A framework for systemic risk valuation and analysis.
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Hi Tommaso, Thanks for the amazing works, the toolbox is quite useful！ And I‘m really confused about the output of CROSS-SECTIONAL MEASURES. CoVaR computation requires the coefficients estimates through quantile...
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A framework for systemic risk valuation and analysis.