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Modeling systemic risks in financial markets

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  • Abhijnan Rej

Abstract

We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.

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  • Abhijnan Rej, 2013. "Modeling systemic risks in financial markets," Papers 1311.3764, arXiv.org.
  • Handle: RePEc:arx:papers:1311.3764
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    File URL: http://arxiv.org/pdf/1311.3764
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    1. Alison L. Gibbs & Francis Edward Su, 2002. "On Choosing and Bounding Probability Metrics," International Statistical Review, International Statistical Institute, vol. 70(3), pages 419-435, December.
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