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Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods

Markose, Sheri and Giansante, Simone and Eterovic, Nicolas A and Gatkowski, Mateusz (2023) Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research, 330 (1-2). pp. 691-729. DOI https://doi.org/10.1007/s10479-021-04120-1



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