most citedUnveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach

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q-fin.RM2023★ 1 cited

Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach

Shijia Song, Handong Li

Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to ident…