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Property / author: Kamil Yilmaz / rank
 
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Latest revision as of 21:46, 31 July 2024

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Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms
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    Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (English)
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    14 April 2023
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    risk measurement
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    risk management
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    portfolio allocation
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    market risk
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    credit risk
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    systemic risk
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    asset markets
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    degree distribution
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