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Germán López-Espinosa:

2012

Title: Systemic Risk and Asymmetric Responses in the Financial Industry

Author: López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Moreno, Antonio

Series: Working Paper No. 2012/152

Date: June 1, 2012

Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression