Multilayer networks in the frequency domain : measuring extreme risk connectedness of Chinese financial institutions
Year of publication: |
2023
|
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Authors: | Ouyang, Zisheng ; Zhou, Xuewei |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-19
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Subject: | Systemic risk | Frequency domain | Multilayer networks | Systemrisiko | China | Unternehmensnetzwerk | Business network | Risikomanagement | Risk management | Soziales Netzwerk | Social network | Risiko | Risk | Finanzsektor | Financial sector |
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