Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10692-4.pdf
Reference52 articles.
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4. Baruník, J., & Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16(2), 271–296. https://doi.org/10.1093/jjfinec/nby001
5. Basu, S., Das, S., Michailidis, G., & Purnanandam, A. (2019). A system-wide approach to measure connectivity in the financial sector. Retrieved from SSRN: https://ssrn.com/abstract=2816137https://doi.org/10.2139/ssrn.2816137
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