Ye, Xingxing; Douady, Raphaël - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-24
of crisis. As a result, it is necessary to measure financial systemic risk in a comprehensive and nonlinear approach. By … in the form of so-called PolyModel, this paper proposes two systemic risk indicators that can prognosticate the advent …