Ripples on financial networks
Author:
Affiliation:
1. Finance, Accounting and Control, Indian Institute of Management, Kozhikode, India
2. Finance & Accounting Area, Indian Institute of Management, Ahmedabad, India
3. Economics Area, Indian Institute of Management, Ahmedabad, India
Funder
Indian Institute of Management Ahmedabad
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2020.1835686
Reference48 articles.
1. The Network Origins of Aggregate Fluctuations
2. Systemic Risk and Stability in Financial Networks
3. Acemoglu, D. A. Ozdaglar , and A. Tahbaz-Salehi . 2016. “Networks, shocks, and systemic risk.” In Handbook of Network Economics, ed. Yann Bramoullé, Andrea Galeotti, and Brian Rogers. Oxford University Press.
4. The relationship between return and market value of common stocks
5. Generalized dynamic factor models and volatilities: estimation and forecasting
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