Systemic Risk: A VaR and CoVaR analysis of SPY index sectors

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Systemic Risk: A VaR and CoVaR analysis of SPY index sectors

Cernigliaro, Francesco <1997>
Use this identifier to cite or link to this document: http://hdl.handle.net/10579/27357
Publisher: Università Ca' Foscari Venezia
Date: 2024-07-18
Copyright: © Francesco Cernigliaro, 2024
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