Financial systemic risk measurement based on causal network connectedness analysis
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, Wei Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Gong, Xiao-Li ; Liu, Xi-Hua ; Xiong, Xiong ; Zhang, Wei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 290-307
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| Subject: | Causal complex network | Interconnectedness | Marginal expected shortfall (MES) | Systemic risk | Systemrisiko | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | Theorie | Theory | Messung | Measurement | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012372774