Measuring the probability of a financial crisis

DOI10.1073/PNAS.1903879116MaRDI QIDQ5218534zbMATH OpenOpenAlexWikidataFDO

Authors Robert F. Engle, Tianyue Ruan

Publication date 4 March 2020

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1073/pnas.1903879116

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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• Monitoring bank risk around the world using unsupervised learning
• How better monetary statistics could have signaled the financial crisis

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