An early-warning risk signals framework to capture systematic risk in financial markets
Vito Ciciretti, Monomita Nandy, Alberto Pallotta, Suman Lodh, P. K. Senyo and Jekaterina Kartasova
| Year of publication: |
2025
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|---|---|
| Authors: | Ciciretti, Vito ; Nandy, Monomita ; Pallotta, Alberto ; Lodh, Suman ; Senyo, Prince Kwame ; Kartasova, Jekaterina |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 5, p. 757-771
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| Subject: | Covariance matrix | Financial networks | Graph theory | Risk signaling | Systematic risk | Risiko | Risk | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | CAPM | Signalling | Korrelation | Correlation | Frühwarnsystem | Early warning system | Graphentheorie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2482637 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534148