Market procyclicality and systemic risk

Summary

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Authors: P. Tasca, S. Battiston

Journal title: Quantitative Finance

Journal number: 16/8

Journal publisher: Institute of Physics Publishing

Published year: 2016

Published pages: 1219-1235

DOI identifier: 10.1080/14697688.2015.1123817

ISSN: 1469-7688