Functional Systemic Risk, Complementarities and Early Warnings
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More about this item
Keywords
Systemic Risk; Functional Data Analysis; Dimensionality Reduction; Signal Informativeness;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-08-07 (Central Banking)
- NEP-CSE-2016-08-07 (Economics of Strategic Management)
- NEP-RMG-2016-08-07 (Risk Management)
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