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Alexandra Manta

affiliation not provided to SSRN

  • affiliation not provided to SSRN

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Systemic Risk Monitoring in Europe: Mapping Financial Contagion with Block-Level Dynamics

Number of pages: 35 Posted: 28 Jul 2025
Elena Pesavento, Alexandra Manta and Wisdom Takumah
Emory University - Department of Economics, affiliation not provided to SSRN and Independent
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Abstract:

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Systemic Risk, Variance decomposition, Block factors, Connectedness, Spillover effects, Dynamic factor model