An Information Filtering approach to stress testing: an application to FTSE markets (2021)

First Author: Seabrook I

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2106.08778

Publication URI: https://arxiv.org/abs/2106.08778

Type: Preprint