Data-Driven Approach for Systemic Risk: A Macroprudential Perspective

DOI10.1007/978-3-031-11818-0_68MaRDI QIDQ6096558

Flavia Barsotti

Publication date: 15 September 2023

Published in: Mathematics in Industry (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

• \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe
• Risk attribution and interconnectedness in the EU via CDS data
• A Multivariate Exponential Distribution

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