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Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.01.003
Abstract: This paper compares four commonly used systemic risk metrics using data on U.S. financial institutions over the period 2005–2014. The four systemic risk measures examined are the (i) marginal expected shortfall, (ii) codependence risk, (iii)…
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Keywords:
risk;
alternative market;
risk comparison;
systemic risk ... See more keywords
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Published in 2022 at "Membranes"
DOI: 10.3390/membranes12020118
Abstract: Commercial hemodialyzers are hollow-fiber cylindrical modules with dimensions and inlet–outlet configurations dictated mostly by practice. However, alternative configurations are possible, and one may ask how they would behave in terms of performance. In principle, it…
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Keywords:
performance comparison;
comparison alternative;
performance;
hollow fiber ... See more keywords