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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
Published in:
Ann. Oper. Res. (2023)
Keyphrases
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early warning
financial crisis
financial markets
risk management
decision making
foreign exchange
databases
information systems
pairwise
diffusion process
portfolio management
financial distress