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Issue Date | Title | Author(s) |
---|---|---|
15-Apr-2022 | Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices | Bolancé Losilla, Catalina; Acuña, Carlos; Torra Porras, Salvador |
30-Nov-2022 | Dependence and Systemic Risks in Financial Markets: Spatial and Upper Tail Analysis | Acuña, Carlos |