Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10014338800
Financial systemic risk can be characterized by coexceedances in asset prices in financial markets. This paper proposes a method to determine the lead-lag effect of stock exceedances under a complex network framework and uses the leading stocks to predict the systemic risk occurring in the...
Persistent link: https://www.econbiz.de/10014258030
Persistent link: https://www.econbiz.de/10010347331