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Bank of Italy
Jumps, Contagion, Hawkes process, high-frequency data
remittances, immigration, informal flows, travel costs
shale oil, futures, risk premium, hedging, speculation, limits to arbitrage
dynamic risk management, hedging, derivatives, shale revolution, oil price collapse
early warning system, default, less significant institutions, CAMELS, banking supervision
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immigration, informal flows, remittances, travel costs
