Measuring network systemic risk contributions : a leave-one-out approach
Sullivan Hué, Yannick Lucotte, Sessi Tokpavi
| Year of publication: |
2019
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|---|---|
| Authors: | Hué, Sullivan ; Lucotte, Yannick ; Tokpavi, Sessi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 86-114
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| Subject: | Financial networks | Granger-causality | Interconnectedness | Leave-one-out | Spurious causalities | Systemic risk | Systemrisiko | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Risikomaß | Risk measure | Kausalanalyse | Causality analysis | Theorie | Theory | Netzwerk | Network | Bank | Bankrisiko | Bank risk | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130949