A Simple Indicator of Systemic Risk

By Dilip K. Patro, Min Qi, Xiaohu Sun. 2013

142 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4e87dd0cbf4e35d476c5d2f4da72dd5e0e870c56

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gangjin Wang
2. Chi Xie
3. H. Eugene Stanley
4. Zhi-Qiang Jiang
5. Ladislav Kristoufek
6. Ling-Yun He
7. Shu-Peng Chen
8. Guangxi Cao

In Finance

1. Chi Xie
2. Gangjin Wang
3. H. Eugene Stanley
4. Zhi-Qiang Jiang
5. Ladislav Kristoufek

Citations in the corpus

• Interconnectedness and systemic risk of China's financial institutions (2017, methodology): “Representative methods include the crosscorrelation coefficient (Huang et al., 2009; Patro et al., 2013) and the principal component analysis (PCA) (Kritzman et al.”