Ripples on financial networks
| Year of publication: |
2022
|
|---|---|
| Authors: | Kumar, Sudarshan ; Bansal, Avijit ; Chakrabarti, Anindya S. |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 13/15, p. 1302-1323
|
| Subject: | core-periphery | spectral analysis | VAR identification | Volatility spillover | Volatilität | Volatility | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Schock | Shock | Zentrum-Peripherie-Beziehungen | Centre-periphery relations |
| Description of contents: | Description [tandfonline.com] |
-
Kumar, Sudarshan, (2019)
-
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca, (2020)
-
Transmission of shock across international stock markets : an econometric analysis
Talwar, Shalini, (2018)
- More ...
-
Kumar, Sudarshan, (2019)
-
Chakrabarti, Anindya S., (2019)
-
Inequality and income mobility : the case of targeted and universal interventions in India
Chakrabarti, Anindya S., (2024)
- More ...