Systemic risk and financial interconnectedness : network measures and the impact of the indirect effect
Year of publication: |
2018
|
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Authors: | Billio, Monica ; Costola, Michele ; Panzica, Roberto Calogero ; Pelizzon, Loriana |
Published in: |
Network connectivity, systematic and systemic risk. - Frankfurt am Main. - 2018, p. 182-206
|
Subject: | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Regressionsanalyse | Regression analysis | Finanzmarktökonometrie | Financial econometrics |
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