Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
Hai-Chuan Xu, Fredj Jawadi, Jie Zhou, Wei-Xing Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Xu, Hai-Chuan ; Jawadi, Fredj ; Zhou, Jie ; Zhou, Wei-Xing |
| Subject: | Ranking stability | Spillover effect | Systemic risk | Systemically important financial institutions | TVP-VAR | Systemrisiko | Spillover-Effekt | Finanzsektor | Financial sector | Ranking-Verfahren | Ranking method | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02338-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329036