Working Paper: Contagion from market price impact - A price-at-risk perspective https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2692~e290ddd247.en.pdf?e129accaa05a8ad5a576d2ade3a54430
🐦🔗: https://nitter.eu/ecb/status/1554408363139686400
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