Mateusz Gatkowski

University of Essex - Centre for Computational Finance and Economic Agents

Wivenhoe Park

Colchester, Essex CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

276

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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

Number of pages: 61 Posted: 17 Jan 2017 Last Revised: 25 May 2018
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 260 (126,050)

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.

Semantically-Based Patent Thicket Identification

Research Policy, Vol. 49, No. 2, 2020, University of Hong Kong Faculty of Law Research Paper No. 2020/009
Number of pages: 71 Posted: 06 Mar 2020 Last Revised: 20 Mar 2020
University of Essex - Centre for Computational Finance and Economic Agents, Warsaw School of Economics (SGH) - Collegium of World Economy, affiliation not provided to SSRN, The University of Hong Kong - Faculty of Law and University of Essex - Department of Economics
Downloads 16 (581,053)

Abstract:

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Patent Thicket, Intellectual Property, Semantic Distance, Latent Semantic Analysis, Natural Language Processing, Complexity

3.

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:

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Credit default swaps, Sovereign risk, Contagion, PIIGS