A financial risk meter for China-Reference-Cited by-同舟云学术

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A financial risk meter for China

Published:2023-09 Issue: Volume:56 Page:101052
ISSN:1566-0141
Container-title:Emerging Markets Review
language:en
Short-container-title:Emerging Markets Review

Author:

Wang Ruting,Althof Michael,Härdle Wolfgang Karl

Funder

Natural Science Foundation of Guangdong Province

China Scholarship Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference48 articles.

1. Explaining individual predictions when features are dependent: more accurate approximations to Shapley values;Aas;Artif. Intell.,2021

2. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Bayesian graphical models for structural vector autoregressive processes;Ahelegbey;J. Appl. Econ.,2016

5. Financial intermediaries and markets;Allen;Econometrica,2004

Cited by 3 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. Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies;Quantitative Finance;2024-07-02

2. Financial Risk Meters in Taiwan’s High-Cap Sectors;SSRN Electronic Journal;2024

3. Assessing Cryptocurrency Network Risk;SSRN Electronic Journal;2023

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