Nicolas A. Eterovic

University of Essex

PhD Student

Wivenhoe Park

Colchester, Essex CO7 9QZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

421

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: 43 Posted: 17 Jan 2017 Last Revised: 22 Apr 2021
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 288 (133,889)

Abstract:

Loading...

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
Columbia Business School and University of Essex
Downloads 75 (392,561)

Abstract:

Loading...

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 Columbia Business School
Downloads 58 (448,606)

Abstract:

Loading...

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