49 citations · 64 across the 12 of their papers we have counts for
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q-fin.RM2017★ 2 cited
News-sentiment networks as a risk indicator
Thomas Forss, Peter Sarlin
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring…
q-fin.RM2016
RiskRank: Measuring interconnected risk
József Mezei, Peter Sarlin
This paper proposes RiskRank as a joint measure of cyclical and cross-sectional systemic risk. RiskRank is a general-purpose aggregation operator that concurrently accounts for ris…
q-fin.RM2013★ 4 cited
From Text to Bank Interrelation Maps
Samuel Rönnqvist, Peter Sarlin
In the wake of the ongoing global financial crisis, interdependencies among banks have come into focus in trying to assess systemic risk. To date, such analysis has largely been ba…