Extreme risk spillover network: application to financial institutions-Reference-Cited by-同舟云学术

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Extreme risk spillover network: application to financial institutions

Published:2017-03-07 Issue:9 Volume:17 Page:1417-1433
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Wang Gang-Jin¹²³^ORCID,Xie Chi¹²^ORCID,He Kaijian⁴^ORCID,Stanley H. Eugene³^ORCID

Affiliation:

1. Business School, Hunan University, Changsha, 410082China.

2. Center of Finance and Investment Management, Hunan University, Changsha, 410082China.

3. Center for Polymer Studies and Department of Physics, Boston University, .

4. School of Business, Hunan University of Science and Technology, .

Funder

China Scholarship Council

Specialized Research Fund for the Doctoral Program of Higher Education

National Natural Science Foundation of China

National Science Foundation

U.S. Department of Energy

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2016.1272762

Reference47 articles.

1. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

2. Measuring Systemic Risk

3. Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

5. Emergence of Scaling in Random Networks

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