Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect
Year of publication: |
2017
|
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Authors: | Billio, Monica ; Costola, Michele ; Panzica, Roberto ; Pelizzon, Loriana |
Published in: |
Systemic risk tomography : signals, measurement and transmission channels. - London : ISTE Press, ISBN 1-78548-085-5. - 2017, p. 43-72
|
Subject: | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Regressionsanalyse | Regression analysis | Finanzmarktökonometrie | Financial econometrics |
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