Proper measures of connectedness

Author:

Maggi MarioORCID,Torrente Maria-LauraORCID,Uberti PierpaoloORCID

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Finance

Reference42 articles.

1. Acemoglu, D., Ozdaglar, A., Tahbaz-Salehi, A.: Systemic risk and stability in financial networks. Am Econ Rev 105(2), 564–608 (2015)

2. Acharya, V.V., Engle, R., Richardson, M.: Capital shortfall: a new approach to ranking and regulating systemic risks. Am Econ Rev 102, 59–64 (2012)

3. Acharya, V.V., Pedersen, L.H., Philippon, T., Richardson, M.: Measuring systemic risk. Rev Financ Stud 30(1), 2–47 (2017)

4. Adrian, T., Brunnermeier, M.K.: CoVar: a method for macroprudential regulation. Federal Reserve Bank of New York Staff Report 348 (2009)

5. Adrian, T., Brunnermeier, M.K.: CoVar. National Bureau of Economic Research Working Paper 17454 (2009). http://www.nber.org/papers/w17454

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