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Jorge A. Chan-Lau:

2017

Title: ABBA: An Agent-Based Model of the Banking System

Author: Jorge A. Chan-Lau

Series: Working Paper No. 17/136

Date: June 9, 2017

Title: Variance Decomposition Networks : Potential Pitfalls and a Simple Solution

Author: Jorge A. Chan-Lau

Series: Working Paper No. 17/107

Date: May 4, 2017

2013

2012

2011

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