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Items where Author is "Perez, Pedro Gurrola"

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Perez, Pedro Gurrola and Murphy, David (2025) The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions. Borsa Istanbul Review, 25 (6). 1166 - 1182. ISSN 2214-8450

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