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Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
In: DEM Working Papers Series.
RePEc:pav:demwpp:demwp0186.

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  1. Tail Risk Transmission: A Study of the Iran Food Industry. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh ; Mojaverian, Seyed Mojtaba.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092.

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References

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Cocites

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  2. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
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  3. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
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  4. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
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