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Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk |
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| Institution: | 1. University of Lille, EA 4112, LSMRC, F-59000 Lille, France;2. Skema Business School Lille Avenue Willy Brandt, 59777 Euralille, France |
| Abstract: | |
| Keywords: | Stress test Systemic risk Bank regulation |
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