Measuring the probability of a financial crisis

10.1073/pnas.1903879116

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Main Authors: Engle, Robert F, Ruan, Tianyue
Other Authors: FINANCE
Format: Article
Language:English
Published: NATL ACAD SCIENCES 2022
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/227539
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-2275392024-04-04T00:33:22Z Measuring the probability of a financial crisis Engle, Robert F Ruan, Tianyue FINANCE Science & Technology Multidisciplinary Sciences Science & Technology - Other Topics financial stability systemic risk probability of crisis CAPITAL SHORTFALL LEVERAGE 10.1073/pnas.1903879116 PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 116 37 18341-18346 2022-06-29T03:27:00Z 2022-06-29T03:27:00Z 2019-09-10 2022-06-29T03:22:31Z Article Engle, Robert F, Ruan, Tianyue (2019-09-10). Measuring the probability of a financial crisis. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 116 (37) : 18341-18346. ScholarBank@NUS Repository. https://doi.org/10.1073/pnas.1903879116 00278424 10916490 https://scholarbank.nus.edu.sg/handle/10635/227539 en NATL ACAD SCIENCES Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic Science & Technology
Multidisciplinary Sciences
Science & Technology - Other Topics
financial stability
systemic risk
probability of crisis
CAPITAL SHORTFALL
LEVERAGE
spellingShingle Science & Technology
Multidisciplinary Sciences
Science & Technology - Other Topics
financial stability
systemic risk
probability of crisis
CAPITAL SHORTFALL
LEVERAGE
Engle, Robert F
Ruan, Tianyue
Measuring the probability of a financial crisis
description 10.1073/pnas.1903879116
author2 FINANCE
author_facet FINANCE
Engle, Robert F
Ruan, Tianyue
format Article
author Engle, Robert F
Ruan, Tianyue
author_sort Engle, Robert F
title Measuring the probability of a financial crisis
title_short Measuring the probability of a financial crisis
title_full Measuring the probability of a financial crisis
title_fullStr Measuring the probability of a financial crisis
title_full_unstemmed Measuring the probability of a financial crisis
title_sort measuring the probability of a financial crisis
publisher NATL ACAD SCIENCES
publishDate 2022
url https://scholarbank.nus.edu.sg/handle/10635/227539
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