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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "SystemicR" in publications use:'
type: software
license: GPL-3.0-only
title: 'SystemicR: Monitoring Systemic Risk'
version: 0.1.0
doi: 10.32614/CRAN.package.SystemicR
abstract: 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) <https://doi.org/10.1257/aer.20120555>
  and Billio, Getmansky, Lo and Pelizzon (2012) <https://doi.org/10.1016/j.jfineco.2011.12.010>.
authors:
- family-names: Hasse
  given-names: Jean-Baptiste
  email: jb-hasse@hotmail.fr
repository: https://jbhasse.r-universe.dev
commit: e16053dc4461cc9052276eafe1ab167979696767
date-released: '2020-05-08'
contact:
- family-names: Hasse
  given-names: Jean-Baptiste
  email: jb-hasse@hotmail.fr