Title :

Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

Author(s) :

Xu, Hai-Chuan [Auteur]
Jawadi, Fredj [Auteur]
Lille University Management Lab - ULR 4999 [LUMEN]
Zhou, Jie [Auteur]
Department of Physics, Chemistry and Biology [Linköping] [IFM]
Zhou, Wei-Xing [Auteur]

Journal title :

Empirical Economics

Pages :

93-110

Publisher :

Springer Verlag

Publication date :

2022-12-06

ISSN :

0377-7332

HAL domain(s) :

Économie et finance quantitative [q-fin]

Language :

Anglais

Popular science :

Non

Collections :

• Lille University Management Lab (LUMEN) - ULR 4999

Source :

Harvested from HAL