Sudden shock and stock market network structure characteristics : a comparison of past crisis events
Year of publication: |
2022
|
---|---|
Authors: | He, Chengying ; Wen, Zhang ; Huang, Ke ; Ji, Xiaoqin |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 180.2022, p. 1-16
|
Subject: | Stock market network | Sudden shock | Systemic risk contribution | Topology structure | Schock | Shock | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Systemrisiko | Systemic risk | VAR-Modell | VAR model |
-
Reassessment of structural changes in financial markets : the direct impact of central banks
Miró, Damià Rey, (2025)
-
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze, (2022)
-
Networks of volatility spillovers among stock markets
Baumöhl, Eduard, (2017)
- More ...
-
An innovative high-frequency statistical arbitrage in Chinese futures market
He, Chengying, (2023)
-
Dynamic efficiency of China's commodity futures market through the lens of high frequency data
He, Chengying, (2022)
-
Huang, Ke, (2019)
- More ...