Modeling inter-country spatial financial interactions with Graphical Lasso : an application to sovereign co-risk evaluation
Year of publication: |
2018
|
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Authors: | Arbia, Giuseppe ; Bramante, Riccardo ; Facchinetti, Silvia ; Zappa, Diego |
Published in: |
Regional science & urban economics. - Amsterdam [u.a.] : Elsevier, ISSN 0166-0462, ZDB-ID 191791-2. - Vol. 70.2018, p. 72-79
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Subject: | Network dependence | Regional financial contagion | Spatial conditional dependence | Systemic risk | Ansteckungseffekt | Contagion effect | Räumliche Interaktion | Spatial interaction | Finanzkrise | Financial crisis | Systemrisiko | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Regionalökonomik | Regional economics |
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