Tree networks to assess financial contagion
Year of publication: |
2020
|
---|---|
Authors: | Agosto, Arianna ; Ahelegbey, Daniel Felix ; Giudici, Paolo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 85.2020, p. 349-366
|
Subject: | Financial crisis | Graphical lasso | Inter-country contagion | Inter-institutional contagion | Inter-sector contagion | Sovereign crisis | Sparse covariance selection | Theorie | Theory | Finanzkrise | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis |
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