Systemic risk monitoring model from the perspective of public information arrival
Han Yan, Bin Liu, Xingting Zhu, Yan Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Yan, Han ; Liu, Bin ; Zhu, Xingting ; Wu, Yan |
| Subject: | Covariance Monitoring Model | Index Monitoring Model | Individual Stock Monitoring Model | Public Information Arrival | Risk Monitoring Model | System Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534811