A method to decompose the systemic risk in geographic areas
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-019-04463-9.pdf
Reference24 articles.
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2. Arcagni A (2017) On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes. Stat Methods Appl 26(1):113–133
3. Arnold B C (2012) Majorization and the Lorenz order: a brief introduction, vol 43. Springer, Berlin
4. Benoit S, Colliard J-E, Hurlin C, Pérignon C (2017) Where the risks lie: a survey on systemic risk. Rev Finance 21(1):109–152
5. Bernal O, Gnabo J-Y, Guilmin G (2014) Assessing the contribution of banks, insurance and other financial services to systemic risk. J Bank Finance 47:270–287
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A compositional analysis of systemic risk in European financial institutions;Annals of Finance;2023-04-18
2. A multi-decomposition of Zenga-84 inequality index: an application to the disparity in CO$$_2$$ emissions in European countries;Statistical Methods & Applications;2023-02-06
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