Systemic risk in the US : interconnectedness as a circuit breaker
Mardi Dungey, Matteo Luciani, David Veredas
| Year of publication: |
2018
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|---|---|
| Authors: | Dungey, Mardi H. ; Luciani, Matteo ; Veredas, David |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 71.2018, p. 305-315
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| Subject: | DY spillover | Granger causality | Historical decomposition | Networks | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Dekompositionsverfahren | Decomposition method | USA | United States | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062528