Estimation and model-based combination of causality networks among large US banks and insurance companies
Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica
| Year of publication: |
2019
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|---|---|
| Authors: | Bonaccolto, Giovanni ; Caporin, Massimiliano ; Panzica, Roberto Calogero |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 54.2019, p. 1-21
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| Subject: | Granger causality | Multi-layer network | Network combination | Quantile causality | Kausalanalyse | Causality analysis | Unternehmensnetzwerk | Business network | Versicherung | Insurance | Bank | Soziales Netzwerk | Social network | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012174814