Network VAR models to measure financial contagion
Daniel Felix Ahelegbey, Paolo Giudici, Shatha Qamhieh Hashem
| Year of publication: |
2021
|
|---|---|
| Authors: | Ahelegbey, Daniel Felix ; Giudici, Paolo ; Hashem, Shatha Qamhieh |
| 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. 55.2021, p. 1-15
|
| Subject: | Bank Lending | Bayesian Inference | Financial Contagion | Financial Markets | Network Models | VAR | VAR-Modell | VAR model | Ansteckungseffekt | Contagion effect | Theorie | Theory | Finanzkrise | Financial crisis | Schock | Shock | Bayes-Statistik | Bayesian inference | Kreditgeschäft | Bank lending | Schätzung | Estimation | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101318 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668002