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The risk and consequences of multiple breadbasket failures : an integrated copula and multilayer agent-based modeling approach

Naqvi, Syed Ali Asjad; Gaupp, Franziska; … - In: OR spectrum : quantitative approaches in management 42 (2020) 3, pp. 727-754

Persistent link: https://www.econbiz.de/10012419326

Measuring the frequency dynamics of financial connectedness and systemic risk

Baruník, Jozef; Křehlík, Tomáš - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 271-296

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COVID-19 and tail-event driven network risk in the eurozone

Toan Luu Duc Huynh; Foglia, Matteo; Doukas, John A. - In: Finance research letters 44 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014494902

Connectedness versus diversification : two sides of the same coin

Torrente, Maria-Laura; Uberti, Pierpaolo - In: Mathematics and financial economics 15 (2021) 3, pp. 639-655

Persistent link: https://www.econbiz.de/10012586211

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012664822

Proper measures of connectedness

Maggi, Mario Alessandro; Torrente, Maria-Laura; Uberti, … - In: Annals of finance 16 (2020) 4, pp. 547-571

Persistent link: https://www.econbiz.de/10012496431

Beyond connectedness: a covariance decomposition based network risk model

Akovalı, Umut - 2020

This study extends the Diebold-Yilmaz Connectedness Index (DYCI) methodology and, based on forecast error covariance …, system-wide connectedness averages out the information embedded in the covariance matrix in aggregating pairwise directional …

Persistent link: https://www.econbiz.de/10012170580

From systematic to systemic risk among G7 members : do the stock or real estate markets matter?

Chiang, Shu-hen; Chen, Chien-Fu - In: Journal of international financial markets, … 79 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013358803

Trade policy uncertainty and financial investment : evidence from Chinese energy firms

Li, Mengzhe; Lin, Qianru; Lan, Fei; Zhan, Zhimin; He, … - In: Energy economics 117 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014437111

Monetary policy uncertainty and ESG performance across energy firms

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Energy economics 136 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015046679

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