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Title: Systemic Risks and the Macroeconomy
Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella
Series: Working Paper No. 10/29
Published: February 1, 2010
Subject(s): Banking sector | Capital markets | Economic forecasting | Economic indicators | Economic models | External shocks | Financial risk | Group of seven | International financial system | Time series
Author's keyword(s): Systemic Risk | Dynamic Factor Model | Quantile Regressions