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~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
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Current directions in financial regulation : [papers presented at the Conference Current Directions in Financial Regulation, held in Toronto, Ont., May 13 - 14, 2004]
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Network connectivity, systematic and systemic risk
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Cyclicality in the catastrophic risk of financial institutions
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
Current directions in financial regulation : [papers …
,
(pp. 71-112)
.
2005
Persistent link: https://www.econbiz.de/10003202869
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The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
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