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Applied Economics Letters Volume 30, 2023 - Issue 14
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Research Article

(Simple) ΔCoVaR bounds

Mathieu Mercadiera ESC Clermont Business School, CleRMa-UCA, Clermont-Ferrand, FranceCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-3531-956XView further author information
ORCID Icon &
Frank Strobelb Department of Economics, University of Birmingham, Birmingham, UKORCID Iconhttps://orcid.org/0000-0003-3425-145XView further author information
ORCID Icon
Pages 1874-1881 | Published online: 08 Jun 2022

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