The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
The past decade has demonstrated an increased need to better understand risks leading to systemic crises. This framework offers scholars, practitioners and policymakers a useful toolbox to explore such risks in financial systems. Specifically, this framework provides popular econometric and network measures to monitor systemic risk and to measure the consequences of regulatory decisions. These systemic risk measures are based on the frameworks of Adrian and Brunnermeier (2016) <doi:10.1257/aer.20120555> and Billio, Getmansky, Lo and Pelizzon (2012) <doi:10.1016/j.jfineco.2011.12.010>.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | igraph, Matrix, quantreg, xts |
| Published: | 2020-05-08 |
| DOI: | 10.32614/CRAN.package.SystemicR |
| Author: | Jean-Baptiste Hasse [aut, cre] |
| Maintainer: | Jean-Baptiste Hasse <jb-hasse at hotmail.fr> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | SystemicR results |
| Reference manual: | SystemicR.pdf |
| Package source: | SystemicR_0.1.0.tar.gz |
| Windows binaries: | r-devel: SystemicR_0.1.0.zip, r-release: SystemicR_0.1.0.zip, r-oldrel: SystemicR_0.1.0.zip |
| macOS binaries: | r-release (arm64): SystemicR_0.1.0.tgz, r-oldrel (arm64): SystemicR_0.1.0.tgz, r-release (x86_64): SystemicR_0.1.0.tgz, r-oldrel (x86_64): SystemicR_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=SystemicR to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.