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The Relationship between the US Economy’s Information Processing and Absorption Ratios: Systematic vs Systemic Risk †
After the 2008 financial collapse, the now popular measure of implied systemic risk called the absorption ratio was introduced. This statistic measures how closely the economy’s markets are coupled. The more closely financial markets are coupled the more susceptible they are to systemic collapse. A...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513185/ https://www.ncbi.nlm.nih.gov/pubmed/33265751 http://dx.doi.org/10.3390/e20090662 |