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The Spanish Review of Financial Economics Systemic liquidity risk and portfolio theory: An application to the Italian fina...
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Systemic liquidity risk and portfolio theory: An application to the Italian financial markets
Eleonora Iachinia, Stefano Nobilib,
Corresponding author
stefano.nobili@bancaditalia.it

Corresponding author.
a Bank of Italy – Market and Payment System Oversight, Italy
b Bank of Italy – Market Operations, Italy
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ISSN: 21731268
Original language: English
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