Results 31 to 40 of about 10,459,346 (392)
EU banks after the crisis: sinners in the hands of angry markets
Journal of Banking and Financial Economics, 2018 European Union banks were severely hit by the global fi nancial crisis in 2008 and their stock prices and returns have generally not recovered since then, differently to what has been observed in other sectors (i.e., non-fi nancial corporations) and ...
Antonio Sánchez Serrano
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Monitoring Vulnerabilities in the Residential Real Estate Sector in Poland
Gospodarka Narodowa. The Polish Journal of Economics, 2020 This paper applies a framework for monitoring vulnerabilities in the residential real estate sector to the case of Poland. The framework considers indicators across three dimensions of real estate-related vulnerabilities, i.e.
Magdalena Grothe
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Systemic Risk and Stability in Financial Networks
, 2013 This paper argues that the extent of financial contagion exhibits a form of phase transition: as long as the magnitude of negative shocks affecting financial institutions are sufficiently small, a more densely connected financial network (corresponding ...
Daron Acemoglu +2 more
semanticscholar +1 more source
MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS
Technological and Economic Development of Economy, 2019 Financial systemic risk is an important issue in economics and financial systems. Trying to detect and respond to systemic risk with growing amounts of data produced in financial markets and systems, a lot of researchers have increasingly employed ...
Gang Kou +4 more
semanticscholar +1 more source
Systemic mastocytosis in adults: 2023 update on diagnosis, risk stratification and management
American journal of hematology/oncology, 2023 Systemic mastocytosis (SM) results from clonal proliferation of mast cells (MC) in extracutaneous organs.
A. Pardanani
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Risk-consistent conditional systemic risk measures
Stochastic Processes and their Applications, 2016 We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional aggregation and a univariate conditional risk measure.
Hoffmann, Hannes +2 more
openaire +2 more sources
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
, 2011 We propose several econometric measures of connectedness based on principal-components analysis and Granger-causality networks, and apply them to the monthly returns of hedge funds, banks, broker/dealers, and insurance companies.
Monica Billio +3 more
semanticscholar +1 more source
Measuring the frequency dynamics of financial connectedness and systemic risk [PDF]
, 2015 We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a framework based ...
Jozef Baruník, Tomas Krehlik
semanticscholar +1 more source
The effect of community resilience and disaster risk management cycle stages on morbi-mortality following floods: an empirical assessment [PDF]
Natural Hazards and Earth System SciencesPractice and policy have emphasized the need for building resilience to climate-related events in a further warming world. Scholarship has studied resilience largely in terms of process, latent capacity informing vulnerability, or the outcome of risk ...
R. Guimaraes +4 more
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Frontiers in Climate, 2022 Physical tipping points have gained a lot of attention in global and climate change research to understand the conditions for system transitions when it comes to the atmosphere and the biosphere.
Sirkku Juhola +5 more
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