Connectedness spillover matrices : a tool for diversification

DOI10.1007/S10479-026-07174-1MaRDI QIDQ7314168zbMATH OpenFDO

Authors Daniel González Cortés, Monomita Nandy

Publication date 14 August 2026

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10479-026-07174-1

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Cites work

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• Smart network based portfolios
• Volatility impacts on the European banking sector: GFC and COVID-19

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