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~isPartOf:"ECB Working Paper"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic interaction and coordination"
~isPartOf:"SAFE working paper"
~person:"Khalifa, Ahmed"
~person:"Moutot, Philippe"
~person:"Raberto, Marco"
~person:"Wang, Cindy Shin Huei"
~subject:"Financial market"
~subject:"Optionspreistheorie"
~type:"article"
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Market systemic risk, predictability and macroeconomics news
Wang, Cindy Shin Huei
;
Fan, Rui
;
Xie, Yiqiang
- In:
Finance research letters
56
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014473685
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2
Systemic financial risk indicators and securitised assets : an agent-based framework
Mazzocchetti, Andrea
;
Lauretta, Eliana
;
Raberto, Marco
; …
- In:
Journal of economic interaction and coordination
15
(
2020
)
1
,
pp. 9-47
Persistent link: https://www.econbiz.de/10012226888
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