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The relationship between upper tail dependence (systemic boom risk) and community size (the largest communities with more than 20 firms are not considered).

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posted on 2017-10-23, 17:37 authored by Hazem Krichene, Abhijit Chakraborty, Hiroyasu Inoue, Yoshi Fujiwara

(Left) the global systemic boom risk; (right) the systemic boom risk per firm.

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