Showing 1 - 10 of 14
A novel approach of gravity strength centrality (GSC) model is proposed to identify the influential risk spreaders in Chinese financial networks. We also measure the systemic risk contribution of financial institutions via ∆CoVaR and detect the relationship between the risk spreading ability...
Persistent link: https://www.econbiz.de/10014353216
Persistent link: https://www.econbiz.de/10014233960
Persistent link: https://www.econbiz.de/10014519738
Persistent link: https://www.econbiz.de/10014533619
This paper studies the risk spreading ability of cryptocurrencies and their contribution to the systemic risk during the period from 2018 to 2022. Three different network centrality approaches are employed to measure the risk spreading ability of cryptocurrencies both in breadth and depth, and...
Persistent link: https://www.econbiz.de/10014353366
Persistent link: https://www.econbiz.de/10012418788
Persistent link: https://www.econbiz.de/10014336199
A novel approach of gravity strength centrality (GSC) model is proposed to identify the influential risk spreaders in cryptocurrency networks. We also validate the performance of GSC model in terms of discrimination and accuracy using methods such as individuation rate, imprecision function, and...
Persistent link: https://www.econbiz.de/10014352675
Persistent link: https://www.econbiz.de/10009777035
Nowadays, as stressed by important strategic documents like for instance the 2009 EU White Paper on Adaptation or the recent 2009 "Copenhagen Accord", it is amply recognized that both mitigation and adaptation strategies are necessary to combat climate change. This paper enriches the rapidly...
Persistent link: https://www.econbiz.de/10008780413