A compositional analysis of systemic risk in European financial institutions
Year of publication: |
2023
|
---|---|
Authors: | Fiori, Anna Maria ; Porro, Francesco |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 19.2023, 3, p. 325-354
|
Subject: | Aitchison geometry | Compositional Data (CoDa) | Logratio coordinates | SRISK | Systemic risk share | Systemrisiko | Systemic risk | EU-Staaten | EU countries | Risiko | Risk | Theorie | Theory | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Finanzsektor | Financial sector |
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