Partial cross-quantilogram networks : measuring quantile connectedness of financial institutions
Year of publication: |
2022
|
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Authors: | Qian, Biyu ; Wang, Gang-Jin ; Feng, Yusen ; Chi, Xie |
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. 60.2022, p. 1-15
|
Subject: | China | Connectedness | Financial institution | Partial cross-quantilogram | Quantile network | Finanzsektor | Financial sector | Unternehmensnetzwerk | Business network |
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