An analysis of systemic risk in worldwide economic sentiment indices

coauthored by: Luu Duc Thi, Boyan Yanovski and Thomas Lux

Year of publication:	2019
Authors:	Thi, Luu Duc ; Yanovski, Boyan ; Lux, Thomas
Published in:	Essays on real-financial interactions and on the application of network and random matrix theories to economic data. - Kiel. - 2019, p. 174-200
Subject:	Sentiment index \| Correlation \| Financial crisis \| Random matrix theory \| Principal component analysis \| Frühindikator \| Leading indicator \| Verbrauchervertrauensindex \| Consumer confidence index \| Korrelation \| Systemrisiko \| Systemic risk \| Finanzkrise \| Prognoseverfahren \| Forecasting model \| Welt \| World

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012035449

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