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 | Unternehmensnetzwerk | Business network | Systemrisiko | Netzwerkökonomik | Network economics | Soziales Netzwerk | Social network | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Netzwerk | Network | Risikomanagement | Risk management | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473650