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Journal: Int. J. Financial Stud., 2022
Volume: 10
Number: 18

Article: South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
Authors: by Mathias Mandla Manguzvane and John Weirstrass Muteba Mwamba
Link: https://www.mdpi.com/2227-7072/10/1/18

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