Nicolas A. Eterovic

University of Essex

PhD Student

Wivenhoe Park

Colchester, Essex CO7 9QZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

408

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods

Number of pages: 42 Posted: 17 Jan 2017 Last Revised: 31 Dec 2020
University of Essex - Department of Economics, University of Bath - School of Management, University of Essex and University of Essex - Centre for Computational Finance and Economic Agents
Downloads 275 (127,953)

Abstract:

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Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures.

2.

Political Competition vs. Political Participation: Effects on Government's Size

Number of pages: 30 Posted: 22 Dec 2010 Last Revised: 14 Oct 2012
Dalibor S. Eterovic and Nicolas A. Eterovic
Universidad Adolfo Ibañez and University of Essex
Downloads 75 (361,026)

Abstract:

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Political competition, political participation, compulsory voting, size of government

3.

Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market

Number of pages: 33 Posted: 15 Oct 2012
Nicolas A. Eterovic and Dalibor S. Eterovic
University of Essex and Universidad Adolfo Ibañez
Downloads 58 (412,981)

Abstract:

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Random Matrix Theory, Portfolio Optimization, Financial Markets and the Macroeconomy