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Measuring network systemic risk contributions: A leave-one-out approach

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https://hal.archives-ouvertes.fr/hal-03486008
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Submitted on : Monday, December 20, 2021 - 10:02:11 AM
Last modification on : Friday, August 5, 2022 - 2:54:01 PM

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Sullivan Hué, Yannick Lucotte, Sessi Tokpavi. Measuring network systemic risk contributions: A leave-one-out approach. Journal of Economic Dynamics and Control, Elsevier, 2019, 100, pp.86 - 114. ⟨10.1016/j.jedc.2018.12.001⟩. ⟨hal-03486008⟩

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