Joint Risk Connections
The connection between financial-economic linkages and shocks
We focus on the joint determination of risks, in order to detect the relevant financial and economic linkages as a channel for propagation of shocks. The following approaches will be used to accomplish this task:
- System of multiple equations
- Network Modeling
- Sparse Graphs and other data-mining techniques
These approaches may reveal the vulnerable parts of the systems to give adverse scenarios arising due to their close interconnections with sectors and countries that are directly exposed to unforeseen events.
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