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Quantile connectedness : modeling tail behavior in the topology of financial networks
Ando, Tomohiro
;
Greenwood-Nimmo, Matthew
;
Shin, Yongcheol
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2401-2431
Persistent link: https://www.econbiz.de/10013368218
Saved in:
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Financial sector bailouts, sovereign bailouts, and the transfer of credit risk
Greenwood-Nimmo, Matthew
;
Huang, Jingong
;
Viet Hoang Nguyen
- In:
Journal of financial markets
42
(
2019
),
pp. 121-142
Persistent link: https://www.econbiz.de/10012316280
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