Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815)
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scientific article; zbMATH DE number 7801451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods |
scientific article; zbMATH DE number 7801451 |
Statements
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (English)
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8 February 2024
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OR in banking
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global financial networks
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systemic risk
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early warning signals
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eigen-pair analysis
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statistical market price-based risk measures
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paradoxical risk measures
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