An entropy-based early warning indicator for systemic risk

Monica Billio, Roberto Casarin, Michele Costola, and Andrea Pasqualini

Year of publication:	[2015]
Authors:	Billio, Monica ; Casarin, Roberto ; Costola, Michele ; Pasqualini, Andrea
Publisher:	Venice Italy : Department of Economics, Ca’ Foscari University of Venice
Subject:	Entropy \| systemic risk measures \| early warning indicators \| aggregation \| Frühwarnsystem \| Early warning system \| Systemrisiko \| Systemic risk \| Entropie \| Wirtschaftsindikator \| Economic indicator \| Bankenkrise \| Banking crisis \| Finanzkrise \| Financial crisis \| Messung \| Measurement \| Aggregation \| Prognoseverfahren \| Forecasting model

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