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type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~person:"Gouriéroux, Christian"
~person:"Huang, Shupei"
~subject:"Finanzkrise"
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Gouriéroux, Christian
Huang, Shupei
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International review of financial analysis
Journal of economic dynamics & control
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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
2
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
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