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Option-implied network measures of tail contagion and stock return predictability
Pedio, Manuela - 2021
Persistent link: https://www.econbiz.de/10012521637
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Forecasting systemic impact in financial networks
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: International journal of forecasting 30 (2014) 3, pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
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Determinants of bank lending performance
Ewert, Ralf; Schenk, Gerald - 1998
During the last years the lending business has come under considerable competitive pressure and bank managers often … are able to explain the financial performance of bank lending activities. The analysis is based on the CFS-data-set that …
Persistent link: https://www.econbiz.de/10009768846
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Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
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The motifs of risk transmission in multivariate time series: Application to commodity prices
Pagnottoni, Paolo; Spelta, Alessandro - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014317442
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Network centrality, failure prediction and systemic risk
Zareei, Abalfazi - In: The journal of network theory in finance 1 (2015) 4, pp. 73-97
Persistent link: https://www.econbiz.de/10011449790
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The varying spillover of U.S. systemic risk : a functional-coefficient cointegration approach
Li, Li; Tu, Yundong - In: Economics letters 212 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013442021
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On the predictive power of network statistics for financial risk indicators
Song, Jianhua; Zhang, Zhepei; So, Mike Ka-pui - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820403
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Network Centrality, Failure Prediction and Systemic Risk
Zareei, Abalfazl - 2015
A financial market can be expressed in a network structure where the stocks resides as nodes and the links account for returns correlation. Centrality measure in the financial network structure captures firms' embeddedness and connectivity in the capital market structure. This paper investigates...
Persistent link: https://www.econbiz.de/10013021792