On the network topology of variance decompositions : measuring the connectedness of financial firms
Francis X. Diebold; Kamil Yılmaz
| Year of publication: |
2014
|
|---|---|
| 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 | Portfolio-Management | Portfolio selection | Kreditrisiko | Risikomanagement | Systemrisiko | Marktrisiko | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Messung | Measurement | Risikomaß | Risk measure | Risiko | Risk | Bankrisiko | Bank risk | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010497110