Amanote Research

Amanote Research

    RegisterSign In

CoRisk: Measuring Contagion Risk With Correlation Network Models

doi 10.20944/preprints201807.0353.v1
Full Text
Open PDF
Abstract

Available in full text

Date

July 19, 2018

Authors
Paolo GiudiciLaura Parisi
Publisher

MDPI AG


Related search

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal
2016English

Measuring Financial Contagion by Local Gaussian Correlation

SSRN Electronic Journal
2010English

Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models

Pacific Basin Finance Journal
EconomicsEconometricsFinance
2014English

Sovereign Risk Contagion

2017English

Measuring Emotional Contagion in Social Media

PLoS ONE
Multidisciplinary
2015English

Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers
2003English

The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

Advances in Mathematical Physics
Applied MathematicsAstronomyPhysics
2016English

An SPDE Model for Systemic Risk With Endogenous Contagion

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2019English

Identifying Contagion in a Banking Network

SSRN Electronic Journal
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy