Systemic Risk Measurement

Special Issue Editor:
Professor Zhenghui Li
Guangzhou Academy of International Finance and Guangzhou University, Guangzhou, China


Driven by the development of financial big data, the characteristics and the fluctuation source of financial systemic risks have changed greatly. Correspondingly, in order to meet the demand of high frequency real-time financial management and decision-making, the systemic financial risk measurement driven by big data becomes the basic technology of financial market risk management. Driven by big data, the systemic financial risk has significant characteristics of time-varying, dependency and jumping. In the measurement of systematic financial risks, firstly, it is necessary to take into account the characteristics of the time-varying and dependent structure of financial institutions driven by big data; secondly, it is necessary to consider the time-varying and jumping characteristics of financial market assets driven by big data; thirdly, it is necessary to consider the influence of financial public opinions on systemic financial risks. Based on the above, this special issue plans to solicit contributions on the measurement method and application of systemic financial risks driven by big data.

Instruction for Authors:
Submission due date: 19 March 2018

Handling Editor(s)

Professor Christos Floros   

Department of Accounting & Finance, School of Management & Economics, University of Applied Sciences Crete (T.E.I. of Crete), Heraklion, PO Box 1939, Greece

Viktorija Dičpinigaitienė, Lina Novickytė
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Yue Shi, Chi Tim Ng, Ka-Fai Cedric Yiu
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Andrea Ferrario, Massimo Guidolin, Manuela Pedio
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Monique Timmermans, Ronald Heijmans, Hennie Daniels
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Gabriel Frahm
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James R. Barth, Sumin Han, Sunghoon Joo, Kang Bok Lee, Stevan Maglic, Xuan Shen
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Jorge A. Chan-Lau
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David Melkuev, Danqiao Guo, Tony S. Wirjanto
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Gerasimos Rigatos, Pierluigi Siano, Taniya Ghosh, Deborah Sarno
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