Soon Heng Leong
Biographic Data
| ID | 8921111 |
|---|---|
| NAME | Soon Heng Leong |
| GIVEN NAMES | Soon Heng |
| FAMILY NAME | Leong |
| SIGNATURE | LEONG S H |
| AFFILIATIONS | ESCP Business School |
| ORCID | 0000-0002-9282-4183 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Systemic Contagion
This article unifies existing systemic risk measures to present a novel intersecting notion of systemic contagion which captures institutional risk transmission amplified by a distressed financial system. The article constructs a test statistic for systemic contagion which demonstrates its systemic capacity in testing contagion under a series of numerical experiments. Using the new test the article constructs a forward-looking directed network to…
No prominent works on this page.
Systemic Contagion
This article unifies existing systemic risk measures to present a novel intersecting notion of systemic contagion which captures institutional risk transmission amplified by a distressed financial system. The article constructs a test statistic for systemic contagion which demonstrates its systemic capacity in testing contagion under a series of numerical experiments. Using the new test the article constructs a forward-looking directed network to…
Actuarial science (1 work) · Banking stability, regulation, efficiency (1 work) · Business (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work) · Contagion effect (1 work) · Data mining (1 work) · Econometrics (1 work) · Economics (1 work) · Finance (1 work)