Browsing All of EconStor by Author Puhl, Martin
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
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2018 | Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment | de Sola Perea, Maite; Dunne, Peter G.; Puhl, Martin; Reininger, Thomas |