A network perspective of comovement and structural change: Evidence from the Chinese stock market-Reference-Cited by-同舟云学术

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A network perspective of comovement and structural change: Evidence from the Chinese stock market

Published:2021-07 Issue: Volume:76 Page:101782
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Huang Chuangxia^ORCID,Deng Yunke,Yang Xiaoguang,Cao Jinde,Yang Xin

Funder

National Natural Science Foundation of China

Natural Science Foundation of Hunan Province

Scientific Research Foundation of Hunan Provincial Education Department

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

1. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?;Aloui;Journal of Banking & Finance,2011

2. Comovement;Barberis;Journal of Financial Economic,2005

3. International stock return comovements;Bekaert;The Journal of Finance,2007

4. Econometric measures of connectedness and systemic risk in the finance and insurance sectors;Billio;Journal of Financial Economic,2012

5. Factoring and weighting approaches to status scores and clique identification;Bonacich;Journal of Mathematical Sociology,1972

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