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Browsing by Author "Aggarwal, Natasha"

Browsing by Author "Aggarwal, Natasha"

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  • Aggarwal, Natasha; Arora, Sanchit; Behl, Akhil; Grover, Rohini; Khanna, Shashwat; Thomas, Susan (2013-10)
    This paper uses the average of the percentile ranking of three measures of systemic risk { Granger Causality, Marginal Expected Shortfall,and Conditional Value at Risk { to calculate a single systemic risk index (SRI) for ...