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Extremes for a general contagion risk measure
Chengxiu Ling
,
Jiajun Liu
*
*
Corresponding author for this work
AoPHA Faculty
Department of Financial and Actuarial Mathematics
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peer-review
2
Citations (Scopus)
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Social Sciences
Risk
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Measure
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Contagion
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Value Theory
50%
Behavior
25%
Organizations
25%
Literature
25%
Interest
25%
Banks
25%
Scenarios
25%
Financial Crisis
25%
Economics, Econometrics and Finance
Value Theory
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Extreme Value
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Financial Crisis
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Institution
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Regulatory Framework
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