Modeling inter-country spatial financial interactions with Graphical Lasso : an application to sovereign co-risk evaluation
Giuseppe Arbia, Riccardo Bramante, Silvia Facchinetti, Diego Zappa
| Year of publication: |
2018
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|---|---|
| Authors: | Arbia, Giuseppe ; Bramante, Riccardo ; Facchinetti, Silvia ; Zappa, Diego |
| Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 70.2018, p. 72-79
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| Subject: | Network dependence | Regional financial contagion | Spatial conditional dependence | Systemic risk | Ansteckungseffekt | Contagion effect | Systemrisiko | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Finanzkrise | Financial crisis | Regionalökonomik | Regional economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.regsciurbeco.2018.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012108188