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Quantitative Finance and Economics, 2018, 2(3): 615-636. doi: 10.3934/QFE.2018.3.615
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Cyclical patterns in risk indicators based on financial market infrastructuretransaction data
1 De Nederlandsche Bank, Westeinde 1, 1017 ZN Amsterdam, Netherlands
2 Tilburg University, Warandelaan 2, 5037 AB Tilburg, Netherlands
3 Erasmus University Rotterdam, Burgemeester Oudlaan 50, 3062 PA Rotterdam, Netherlands
Received: , Accepted: , Published:
Special Issues: Systemic Risk Measurement
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