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Network effects on risk co-movements : a network quantile autoregression-based analysis

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Network Effects on Risk Co-Movements : A Network Quantile Autoregression-Based Analysis

Chen, Yu; Gao, Yu; Shu, Lei; Zhu, Xiaonan - 2023

The connections and volatilities of financial institutions are important features in studies on the financial market. Based on the tail-event-driven networks reflecting the risk interdependence between financial institutions, we introduce quantile regression to achieve the dynamic ranking of...

Persistent link: https://www.econbiz.de/10014355328