Cyber Risk Contagion
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References listed on IDEAS
- Heinen, Andreas & Rengifo, Erick, 2007. "Multivariate autoregressive modeling of time series count data using copulas," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 564-583, September.
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- Emanuel Kopp & Lincoln Kaffenberger & Christopher Wilson, 2017. "Cyber Risk, Market Failures, and Financial Stability," IMF Working Papers 2017/185, International Monetary Fund.
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Keywords
cyber risk; contagion; autoregressive models;All these keywords.
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