An early-warning risk signals framework to capture systematic risk in financial markets

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Publication Details

Journal
Quantitative Finance
Published
2025-04-14
DOI
https://doi.org/10.1080/14697688.2025.2482637
Primary Topic
Market Dynamics and Volatility
Type
article
Field-Weighted Citation Impact
0.00
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article

An early-warning risk signals framework to capture systematic risk in financial markets

Monomita Nandy, PK Senyo, Vito Ciciretti, Suman Lodh et al.
Quantitative Finance
Market Dynamics and Volatility
article

An early-warning risk signals framework to capture systematic risk in financial markets

Monomita Nandy, PK Senyo, Vito Ciciretti, Suman Lodh, Jekaterina Kartašova, Alberto Pallotta
article en

Abstract

No abstract available for this paper.
Quantitative FinanceVol. 25(5)
Middlesex University Malta (MT), Kingston University (US), University of Southampton (GB), Brunel University of London (GB)
Climate action
Openalex Percentile: Top 89%
Market Dynamics and Volatility
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