The topological structure of panel variance decomposition networks-Reference-Cited by-同舟云学术

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The topological structure of panel variance decomposition networks

Published:2024-04 Issue: Volume:71 Page:101222
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Celani Alessandro^ORCID,Cerchiello Paola,Pagnottoni Paolo^ORCID

Funder

Horizon Europe

Publisher

Elsevier BV

Reference53 articles.

1. Bayesian Graphical Models for Structural Vector Autoregressive Processes;Ahelegbey;J. Appl. Econometrics,2016

2. Network based evidence of the financial impact of Covid-19 pandemic;Ahelegbey;Int. Rev. Financ. Anal.,2022

3. Netvix—A network volatility index of financial markets;Ahelegbey;Physica A,2022

4. Measuring contagion risk in international banking;Avdjiev;J. Financ. Stab.,2019

5. Pathways towards instability in financial networks;Bardoscia;Nature Commun.,2017

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Explainable machine learning for financial risk management: two practical use cases;Statistics;2024-09-13

2. Hedging global currency risk: A dynamic machine learning approach;Physica A: Statistical Mechanics and its Applications;2024-09

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