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Systemic risk indicators based on nonlinear
PolyModel
Ye, Xingxing
;
Douady, Raphaël
- In:
Journal of Risk and Financial Management
12
(
2019
)
1
,
pp. 1-24
in the form of so-called
PolyModel
, this paper proposes two systemic risk indicators that can prognosticate the advent …
Persistent link: https://www.econbiz.de/10012611091
Saved in:
2
Systemic risk indicators based on nonlinear
PolyModel
Ye, Xingxing
;
Douady, Raphaël
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
1/2
,
pp. 1-24
in the form of so-called
PolyModel
, this paper proposes two systemic risk indicators that can prognosticate the advent …
Persistent link: https://www.econbiz.de/10011961709
Saved in:
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