Pages that link to "Item:Q2076940"

The following pages link to Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940):

Displaying 5 items.

• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
• The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity (Q6106790) (← links)
• Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)