Work

Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes

Year: 2015

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2015.03.003

Authors: Francine Gresnigt, Erik Kole, Philip Hans Franses

Institutions: Tinbergen Institute, Erasmus University Rotterdam

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122875290

FWCI: 10.63

Cites: 57

Cited by: 49

Related to: 10