A moving-window bayesian network model for assessing systemic risk in financial markets

• Lupe S. H. Chan,

  Roles Data curation, Formal analysis, Methodology, Software, Visualization, Writing – original draft

  Affiliation Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong

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• Amanda M. Y. Chu,

  Roles Conceptualization, Methodology, Supervision, Writing – review & editing

  Affiliation Department of Social Sciences, The Education University of Hong Kong, Tai Po, Hong Kong

  https://orcid.org/0000-0002-9543-747X

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• Mike K. P. So

  Roles Conceptualization, Funding acquisition, Methodology, Writing – review & editing

  * E-mail: immkpso@ust.hk

  Affiliation Department of Information Systems, Business Statistics and Operations Management, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong

  https://orcid.org/0000-0003-0781-8166

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