Tail event driven networks of SIFIs
Year of publication: |
2017
|
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Authors: | Chen, Cathy Yi-Hsuan ; Härdle, Wolfgang Karl ; Okhrin, Yarema |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | systemic risk | network analysis | network autoregression | tail event |
Series: | SFB 649 Discussion Paper ; 2017-004 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 880325852 [GVK] hdl:10419/162505 [Handle] |
Classification: | C01 - Econometrics ; C14 - Semiparametric and Nonparametric Methods ; c58 ; C45 - Neural Networks and Related Topics ; G01 - Financial Crises ; G15 - International Financial Markets ; G31 - Capital Budgeting; Investment Policy |
Source: |
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Tail event driven networks of SIFIs
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