A compositional analysis of systemic risk in European financial institutions
Work
Year: 2023
Type: article
Abstract: Systemic risk is a complex and multifaceted phenomenon that needs to be addressed from different perspectives. In this work we propose a Compositional Data (CoDa) approach to analyze the distribution... more
Source: Annals of Finance
Authors Anna Maria Fiori, Francesco Porro
Institutions University of Milano-Bicocca, University of Genoa
Cites: 31
Cited by: 3
Related to: 10
FWCI: 0.854
Citation percentile (by year/subfield): 79.69
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: hybrid
APC paid (est): $2,890