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Assessing Systemic Fragility - A Probabilistic Perspective

https://doi.org/10.2139/ssrn.2090242
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3/3 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

13 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 3 checked references that resolve
resolves10.1108/15265941111158460
The structural fragility of financial systems
resolves10.3905/jod.2000.319115
Valuing Credit Default Swaps I
resolves10.1016/j.jbankfin.2004.09.007
Measuring systemic risk: A risk management approach
The 13 references without a DOI — listed, not checked
no DOI — not checkedA New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedCredit default swap spreads and systemic financial risk
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedOn the Pricing of Corporate Debt: The Risk Structure of Interest Rates
no DOI — not checkedSystemic risk, banking and sovereign debt in the euro area
no DOI — not checkedConsistent Information Multivariate Density Optimizing Methodology
no DOI — not checkedref15
no DOI — not checkedref16
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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