Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2697965): Difference between revisions
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Revision as of 05:18, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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