Systemic risk monitoring model from the perspective of public information arrival
Year of publication: |
2024
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Authors: | Yan, Han ; Liu, Bin ; Zhu, Xingting ; Wu, Yan |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102141, p. 1-15
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Subject: | Covariance Monitoring Model | Index Monitoring Model | Individual Stock Monitoring Model | Public Information Arrival | Risk Monitoring Model | System Risk |
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