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Vertical Shock Propagation: Empirical Evidence using Filtering

https://doi.org/10.2139/ssrn.4619545
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/700935openalex-extracted
Internalizing Global Value Chains: A Firm-Level Analysis
inferredcites →https://doi.org/10.1093/rfs/hhaa034openalex-extracted
Production Networks and Stock Returns: The Role of Vertical Creative Destruction
inferredcites →https://doi.org/10.1093/rfs/hhj035openalex-extracted
Downside Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01379.xopenalex-extracted
Economic Links and Predictable Returns
inferredcites →https://doi.org/10.1257/aer.20151086openalex-extracted
Microeconomic Origins of Macroeconomic Tail Risks
inferredcites →https://doi.org/10.2139/ssrn.2197370openalex-extracted
Network Centrality and the Cross Section of Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.2550551openalex-extracted
Microeconomic Origins of Macroeconomic Tail Risks
inferredcites →https://doi.org/10.3386/w21582openalex-extracted
Internalizing Global Value Chains: A Firm-Level Analysis
inferredcites →https://doi.org/10.3982/ecta9623openalex-extracted
The Network Origins of Aggregate Fluctuations
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