Global systemic risk dynamic network connectedness during the COVID-19 : evidence from nonlinear Granger causality
Ping Zhang, Shiqi Yin, Yezhou Sha
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Ping ; Yin, Shiqi ; Sha, Yezhou |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-21
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| Subject: | COVID-19 | Network analysis | Nonlinear Granger causality | PCA | Systemic risk | Kausalanalyse | Causality analysis | Coronavirus | Systemrisiko | Nichtlineare Regression | Nonlinear regression | Welt | World | 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.intfin.2023.101783 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433322