Browse by Subject Systemic risk

Showing results 1 to 7 of 7

1
(An) empirical analysis of connectedness and systemic risk in the Korean finance sector using principal components analysis and granger causality = 주성분 분석과 그레인저 인과관계를 이용한 한국 금융기관간 상호연계성 및 시스템적 리스크에 대한 실증 분석link

Bang, Sung Min; 방성민; et al, 한국과학기술원, 2016

2
Financial innovation and risk in the financial system = 금융혁신과 금융시스템의 리스크link

Min, Byung Chul; 민병철; et al, 한국과학기술원, 2017

3
Network Topology and Systemically Important Firms in the Interfirm Credit Network

Kwon, Oh Sung; Yun, Sung-guan; Han, Seung Hun; Chung, Yanghon; Lee, Duk-Hee, COMPUTATIONAL ECONOMICS, v.51, no.4, pp.847 - 864, 2018-04

4
Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System

Ahn, Dohyun; Kim, Kyoung-Kuk, OPERATIONS RESEARCH LETTERS, v.47, no.4, pp.257 - 263, 2019-07

5
Stock market uncertainty and economic fundamentals: an entropy-based approach

Ahn, Kwangwon; Lee, D.; Yang, B.; Sohn, S., QUANTITATIVE FINANCE, v.19, no.7, pp.1151 - 1163, 2019-07

6
Systemic risk and cross-sectional hedge fund returns

Hwang, Inchang; Xu, Simon; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.109 - 130, 2017-06

7
Systemic Risk on Trade Credit Systems: with The Tangible Interconnectedness

Lee, Ji Sang; Lee, Duk-Hee; Yun, Sung-Guan, COMPUTATIONAL ECONOMICS, v.51, no.2, pp.211 - 226, 2018-02

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