Measuring Systemic Risk with Network Connectivity: Extended Abstract

Sumanta Basu, Sreyoshi Das, George Michailidis, Amiyatosh Purnanandam. Measuring Systemic Risk with Network Connectivity: Extended Abstract. In Proceedings of the Second International Workshop on Data Science for Macro-Modeling, DSMM@CIKM 2016, San Francisco, CA, USA, June 26 - July 1, 2016. ACM, 2016. [doi]

Authors

Sumanta Basu

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Sreyoshi Das

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George Michailidis

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Amiyatosh Purnanandam

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