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.1966997
Subject(s) - systemic risk , index (typography) , herd behavior , measure (data warehouse) , financial market , business , actuarial science , financial risk , financial economics , economics , financial system , finance , financial crisis , herding , geography , computer science , database , world wide web , forestry , macroeconomics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom