Modelling international sovereign risk information spillovers : a multilayer network approach
Year of publication: |
2022
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Authors: | Liu, Peipei ; Huang, Wei-Qiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-24
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Subject: | Connectedness | Information spillover | Multilayer networks | Sovereign risk | Spillover-Effekt | Spillover effect | Länderrisiko | Country risk | Informationsverbreitung | Information dissemination | Öffentliche Anleihe | Public bond | Information | Unternehmensnetzwerk | Business network | Netzwerk | Network |
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