Open AccessThe Herd Behavior Index: A New Measure for Systemic Risk in Financial Markets
Author(s) -
Jan Dhaene,
Daniël Linders,
Wim Schoutens,
David Vyncke
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1926191
Subject(s) - index (typography) , measure (data warehouse) , systemic risk , herd behavior , herd , financial market , business , economics , actuarial science , econometrics , financial economics , finance , financial crisis , computer science , herding , data mining , geography , medicine , veterinary medicine , world wide web , forestry , macroeconomics
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