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RePEcRisk, Credit & Banking

Predicting Systemic Financial Risk

Research suggests that machine learning models and financial stress index can effectively predict systemic financial risk, with stock and money markets being the most influential.

Featured in No. 44 on 10 Apr 2024 · on release day

Released
10 Apr 2024
First featured
No. 44 · 10 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
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26
Identifier
RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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