Measurement of systemic risk in global financial markets and its application in forecasting trading decisions

• المؤلفون الرئيسيون: Jianxu Liu, Quanrui Song, Yang Qi, Sanzidur Rahman, Songsak Sriboonchitta
• التنسيق: دورية
• منشور في: 2020
• الموضوعات: Energy; Environmental Science
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85085654418&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/70525

© 2020 by the authors. The global financial crisis in 2008 spurred the need to study systemic risk in financial markets, which is of interest to both academics and practitioners alike. We first aimed to measure and forecast systemic risk in global financial markets and then to construct a trade deci...