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Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach. (2014). Gropp, Reint ; Füss, Roland ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, .
In: Journal of Financial and Quantitative Analysis.
RePEc:cup:jfinqa:v:49:y:2014:i:03:p:575-598_00.

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