@article{PauluschSchluetter2021,
  author    = {Joachim Paulusch and Sebastian Schl{\"u}tter},
  title     = {Sensitivity-implied tail-correlation matrices},
  journal   = {Journal of Banking \& Finance},
  volume    = {134.2022},
  number    = {106333},
  doi       = {10.1016/j.jbankfin.2021.106333},
  year      = {2021},
}