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Are stock market networks non-fractal? : evidence from New York stock exchange
Zeng, Zhi-Jian; Chi, Xie; Yan, Xin-Guo; Hu, Jue; Mao, Zhou - In: Finance research letters 17 (2016), pp. 97-102
Persistent link: https://www.econbiz.de/10011596242
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Network topology and systemic risk : evidence from the Euro Stoxx market
Li, Wenwei; Hommel, Ulrich; Paterlini, Sandra - In: Finance research letters 27 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10012006755
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Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees
Cho, Younghwan; Song, Jae Wook - In: Finance research letters 53 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014472366
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The price determinants of contingent convertible bonds
Zeitsch, Peter J.; Davis, Tom P. - In: Finance research letters 43 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10014633479
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Tail risk network of Chinese green-related stocks market
Ye, Wuyi; Hu, Chenglong; Guo, Ranran - In: Finance research letters 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015062384