An entropy-based early warning indicator for systemic risk
Monica Billio, Roberto Casarin, Michele Costola, Andrea Pasqualini
| Year of publication: |
November 2016
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| Authors: | Billio, Monica ; Casarin, Roberto ; Costola, Michele ; Pasqualini, Andrea |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 45.2016, p. 42-59
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| Subject: | Systemic risk measurement | Entropy measures | Bayesian inference | Early warning indicator | Banking crisis | Bankenkrise | Frühwarnsystem | Early warning system | Systemrisiko | Systemic risk | Entropie | Entropy | Messung | Measurement | Bayes-Statistik | Finanzkrise | Financial crisis | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690432