Network effects on risk co-movements : a network quantile autoregression-based analysis
Yu Chen, Yu Gao, Lei Shu, Xiaonan Zhu
Year of publication: |
2023
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Authors: | Chen, Yu ; Gao, Yu ; Shu, Lei ; Zhu, Xiaonan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-9
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Subject: | Breakpoint | Extreme value theory | Network analysis | Network quantile autoregression | Systemic risk | Finanzdienstleistung | Financial services | Unternehmensnetzwerk | Business network | Netzwerkökonomik | Network economics | Risikomaß | Risk measure | Risikomanagement | Risk management | Soziales Netzwerk | Social network | Netzwerk | Network | Ausreißer | Outliers | Systemrisiko |
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