Measuring the probability of a financial crisis

• Main Authors: Engle, Robert F, Ruan, Tianyue
• 其他作者: FINANCE
• 格式: Article
• 語言: English
• 出版: NATL ACAD SCIENCES 2022
• 主題: Science & Technology; Multidisciplinary Sciences; Science & Technology - Other Topics; financial stability; systemic risk; probability of crisis; CAPITAL SHORTFALL; LEVERAGE
• 在線閱讀: https://scholarbank.nus.edu.sg/handle/10635/227539
• 機構: National University of Singapore

10.1073/pnas.1903879116