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A compositional analysis of systemic risk in European financial institutions

Systemic risk is a complex and multifaceted phenomenon that needs to be addressed from different perspectives. In this work we propose a Compositional Data (CoDa) approach to analyze the distribution of relative contributions to systemic risk associated with major European countries during the perio...

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Detalles Bibliográficos
Autores principales: Fiori, Anna Maria, Porro, Francesco
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10111316/
http://dx.doi.org/10.1007/s10436-023-00427-0

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