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Allen, F. ; Gale, D. Financial contagion. 2000 J. Polit. Econ.. 108 1-33
Christoffersen, P.F. Evaluating interval forecasts. 1998 Int. Econ. Rev.. 39 841-862
Härdle, W.K. ; Wang, W. ; Yu, L. Tenet: tail-event driven network risk. 2016 J. Econ.. 192 499-513
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