SystemicR

CRANSystemicRMaRDI QIDQ138167FDOQ138167

Monitoring Systemic Risk

Jean-baptiste Hasse

Last update: 8 May 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.0

Cites work

• CoVaR
• Econometric measures of connectedness and systemic risk in the finance and insurance sectors

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