Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach
Work
Year: 2021
Type: article
Abstract: Financial markets are interconnected and fragile making them vulnerable to systemic contagion, and measuring this risk is crucial for regulatory responsiveness. This study introduces a new set of mea... more
Source: Journal of Forecasting
Cites: 76
Cited by: 6
Related to: 10
FWCI: 1.19
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: green