nep-cfn 2013-11-22 papers

on Corporate Finance

Issue of 2013‒11‒22
one paper chosen by
Zelia Serrasqueiro
University of the Beira Interior

Modeling systemic risks in financial markets By Abhijnan Rej

Modeling systemic risks in financial markets

By:	Abhijnan Rej
Abstract:	We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
Date:	2013–11
URL:	http://d.repec.org/n?u=RePEc:arx:papers:1311.3764&r=cfn

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