Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion
Since the 2008 financial crisis, it is an important issue to assess the systemic risk of banks, but there is a lack of research on the assessment of the systemic risk of Turkey’s financial system. In addition, geometric Brownian motion is used in most of the assessment frameworks of systemic risk un...
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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Hindawi Limited
2021
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| Accès en ligne: | https://doaj.org/article/4b0d394a18e346e892d3d4b572f35677 |
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