Financial systemic risk measurement based on causal network connectedness analysis
Year of publication: |
2019
|
---|---|
Authors: | Gong, Xiao-Li ; Liu, Xi-Hua ; Xiong, Xiong ; Zhang, Wei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 290-307
|
Subject: | Causal complex network | Interconnectedness | Marginal expected shortfall (MES) | Systemic risk | Systemrisiko | Risikomaß | Risk measure | Kausalanalyse | Causality analysis | Messung | Measurement | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Finanzkrise | Financial crisis |
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