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ArticleConditional graphical models for systemic risk estimation

Paola Cerchiello2015

Article2015

Conditional graphical models for systemic risk estimation

Paola Cerchiello · Paolo Giudici

29 citations·0/0 files stored·Expert Systems with Applications

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Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions 2015Where the Risks Lie: A Survey on Systemic Risk 1975A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS 2008Comparing early warning systems for banking crises 2013Predicting distress in European banks

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2023Predicting systemic risk in financial systems using Deep Graph Learning 2017Measuring bank contagion in Europe using binary spatial regression models 2022Predicting Risk through Artificial Intelligence Based on Machine Learning Algorithms: A Case of Pakistani Nonfinancial Firms

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Year2015

Typearticle

Published2015-09-08

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations29

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.eswa.2015.08.047

openalex_workW1593826142

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