Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone-Reference-Cited by-同舟云学术

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Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Billio Monica,Frattarolo Lorenzo,Gatfaoui Hayette

Publisher

Elsevier BV

Reference28 articles.

1. Systemic Risk and Stability in Financial Networks

2. Financial Contagion;F Allen;Journal of Political Economy,2000

3. Self-organized criticality: An explanation of the 1/f noise;P Bak;Phys. Rev. Lett,1987

4. Default Cascades in Complex Networks: Topology and Systemic Risk, Nature;S Battiston;Scienti?c Reports,2013

5. Marginal likelihood for Markov-switching and change-point GARCH models;L Bauwens;Journal of Econometrics,2014

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1. Correlation meets causality: A holistic measure of financial contagion;Finance Research Letters;2024-07

2. Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?;Computational Economics;2022-01-30

3. Transfer entropy coupled directed–weighted complex network analysis of rainfall dynamics;Stochastic Environmental Research and Risk Assessment;2021-09-16

4. Global financial interconnectedness: a non-linear assessment of the uncertainty channel;Applied Economics;2021-02-22

5. Directed clustering in weighted networks: A new perspective;Chaos, Solitons & Fractals;2018-02

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