Publication

Systemic risk with endogenous loss given default

IJtsma, P. & Spierdijk, L. 2017 In : Journal of Empirical Finance. 44, p. 145-157

Research output: Scientific - peer-reviewArticle

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  • Systemic risk

    Final publisher's version, 638 KB, PDF-document

DOI

Original languageEnglish
Pages (from-to)145-157
JournalJournal of Empirical Finance
Volume44
StatePublished - 2017

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