Evaluating financial contagion through Ricci curvature on multivariate reactive point processes
Haotong Jiang, Mingen Zhao, Zirui Zhang, Tianyuan Luo
| Year of publication: |
2023
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| Authors: | Jiang, Haotong ; Zhao, Mingen ; Zhang, Zirui ; Luo, Tianyuan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-10
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| Subject: | Financial contagion | Graph theory | Reactive point process | Ricci curvature | Theorie | Theory | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104248 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581045