Quantifying interconnectedness and centrality ...
Document type :
Compte-rendu et recension critique d'ouvrage
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]
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
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