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Keywords: GJR-GARCH-DCC
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Journal Articles
Journal of Financial Regulation and Compliance (2021) 29 (4): 387–408.
Published: 07 August 2021
... rights only India Basel III Banking Bank regulation Systemic risk Risk-taking SRISK Systemically important banks GJR-GARCH-DCC B41 D81 E58 G01 G21 The global financial crisis (GFC) demonstrated the magnitude and the speed with which the financial losses of one institution...
