Systemic risk in Europe: deciphering leading measures, common patterns and real effects
type: Item
instance of: scholarly article
title: Systemic risk in Europe: deciphering leading measures, common patterns and real effects
zbMATH Open document ID: 1462.62643
author: Mikhail Stolbov
author: Maria Shchepeleva
published in: Annals of Finance
publication date: 2018-04-20T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 6862289
zbMATH Keywords: causality
zbMATH Keywords: cluster analysis
zbMATH Keywords: independent component analysis
zbMATH Keywords: principal component analysis
zbMATH Keywords: panel vector autoregressions
zbMATH Keywords: systemic risk
describes a project that uses: pVAR
describes a project that uses: FastICA
MaRDI profile type: Publication
full work available at URL: s10436-017-0310-3
OpenAlex ID: W2765725752
cites work: Where the Risks Lie: A Survey on Systemic Risk*
cites work: Q5841953
cites work: Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise
cites work: A new statistic and practical guidelines for nonparametric Granger causality testing
cites work: Q3870155
cites work: The real consequences of financial stress
cites work: Statistical inference in vector autoregressions with possibly integrated processes
DOI: 10.1007/S10436-017-0310-3
description: scientific article; zbMATH DE number 6862289