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Browsing Faculty Research Publications (College of Business) by Subject "Systemic risk"

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Browsing Faculty Research Publications (College of Business) by Subject "Systemic risk"

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  • Berger, Dave; Pukthuanthong, Kuntara (Elsevier, 2012-04-05)
    We extend the Pukthuanthong and Roll (2009) measure of integration to provide an estimate of systemic risk within international equity markets. Our measure indicates an increasing likelihood of market crashes. The condit ...

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