On the predictive power of network statistics for financial risk indicators
Jianhua Song, Zhepei Zhang, Mike K.P. So
| Year of publication: |
2021
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|---|---|
| Authors: | Song, Jianhua ; Zhang, Zhepei ; So, Mike Ka-pui |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-27
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| Subject: | Financial network connectedness | Granger causality | Market anxiety | Network analysis | Risk analytics | Systemic risk | Systemrisiko | Unternehmensnetzwerk | Business network | Risiko | Risk | Kausalanalyse | Causality analysis | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Netzwerk | Network | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101420 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820403