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"Early warning of systemic risk in global banking: eigen-pair R number for ..."

Sheri Markose et al. (2023)

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DOI: 10.1007/S10479-021-04120-1

access: closed

type: Journal Article

metadata version: 2023-12-17

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  - journals/anor/MarkoseGEG23
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  - https://dblp.org/rec/journals/anor/MarkoseGEG23
Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski:
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Ann. Oper. Res. 330(1): 691-729 (2023)

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