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Keywords: Market risk
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Journal Articles
Journal of Economic Studies (2024) 51 (1): 165–184.
Published: 23 May 2023
...Panagiotis Tzouvanas Purpose This paper sheds light on the impact of market risk measures on systemic risk. Market risk, which is captured by the volatility of stock market returns, is also decomposed into systematic and idiosyncratic risks. Design/methodology/approach The author uses the five...

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