On the network topology of variance decompositions : measuring the connectedness of financial firms
Year of publication: |
2014
|
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Authors: | Diebold, Francis X. ; Yılmaz, Kamil |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 1, p. 119-134
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Subject: | Risk measurement | Risk management | Portfolio allocation | Market risk | Credit risk | Systemic risk | Asset markets | Degree distribution | Theorie | Theory | Finanzdienstleistung | Financial services | Risikomanagement | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Kreditrisiko | Bankrisiko | Bank risk | Systemrisiko | Messung | Measurement | Risikomaß | Risk measure |
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