Mateusz Gatkowski

University of Essex - Centre for Computational Finance and Economic Agents

Wivenhoe Park

Colchester, Essex CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

74

CITATIONS

0

Scholarly Papers (2)

1.

Eurozone Sovereign Contagion: Evidence from the CDS Market (2005–2010)

Journal of Economic Behavior and Organization, Forthcoming
Posted: 23 Jan 2017
Alesia Kalbaska and Mateusz Gatkowski
University of Siena and University of Essex - Centre for Computational Finance and Economic Agents

Abstract:

Credit default swaps, Sovereign risk, Contagion, PIIGS

2.

Early Warning and Systemic Risk in Core Global Banking: Balance Sheet Financial Network and Market Price-Based Methods

Number of pages: 49 Posted: 17 Jan 2017 Last Revised: 24 Mar 2017
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 0 (258,609)

Abstract:

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