Media type: E-Article Title: The role of contagion and integration in risk management measures Contributor: Jesus Filho, Jaime de [Author]; Matos, Paulo [Author]; Fonseca, Ronald [Author] Published: 2023 Published in: Global business review ; 24(2023), 5 vom: Okt., Seite 1111-1128 Language: English DOI: 10.1177/0972150920933857 Identifier: Keywords: Value at Risk ; Time-varying moments ; Laplace and Hyperbolic secant distributions ; Cross-effects ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access