Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods

Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski

Research output: Contribution to journalArticlepeer-review

4 Citations (SciVal)

Fingerprint

Dive into the research topics of 'Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance