| Name : R-SystemicR
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.9.1
| Date : 2024-02-21 03:36:46
|
| Group : Development/Libraries/Other
| Source RPM : R-SystemicR-0.1.0-lp154.9.1.src.rpm
|
| Size : 2.50 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Monitoring Systemic Risk
|
Description :
The past decade has demonstrated an increased need to better understand
risks leading to systemic crises. This framework offers scholars,
practitioners and policymakers a useful toolbox to explore such risks
in financial systems. Specifically, this framework provides popular
econometric and network measures to monitor systemic risk and to
measure the consequences of regulatory decisions. These systemic risk
measures are based on the frameworks of Adrian and Brunnermeier (2016)
< doi:10.1257/aer.20120555> and Billio, Getmansky, Lo and Pelizzon
(2012) < doi:10.1016/j.jfineco.2011.12.010>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
