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Keywords: Stress testing
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Journal Articles
Journal:
Industrial Management & Data Systems
Industrial Management & Data Systems (2017) 117 (1): 110–130.
Published: 06 February 2017
..., that is, systemic risk, of the crisis, but also reveals the contagion mechanism of the crisis, which supports the stress testing. Second, the authors use a network-related business intelligence algorithm, the combined hyperlink-induced topic search (HITS) algorithm, to measure the contribution of a given individual...
