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Measuring the probability of a financial crisis - MaRDI portal

Measuring the probability of a financial crisis

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Publication:5218534

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DOI10.1073/PNAS.1903879116zbMath1431.91419OpenAlexW2970751998WikidataQ92913210 ScholiaQ92913210MaRDI QIDQ5218534

Tianyue Ruan, Robert F. Engle

Publication date: 4 March 2020

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1903879116

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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