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The econometrics of networks : a review
Ahelegbey, Daniel Felix, (2015)
The role of contagion in the transmission of financial stress
Herculano, Miguel C., (2018)
Bayesian Selection of Systemic Risk Networks
Ahelegbey, Daniel Felix, (2020)
Inference of impulse responses via Bayesian graphical structural VAR models
Ahelegbey, Daniel Felix, (2025)
A statistical measure of global equity market risk
Statistical modelling of downside risk spillovers