Measuring network systemic risk contributions: a leave-one-out approach (Q1734536)
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scientific article; zbMATH DE number 7043275
| Language | Label | Description | Also known as |
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| English | Measuring network systemic risk contributions: a leave-one-out approach |
scientific article; zbMATH DE number 7043275 |
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Measuring network systemic risk contributions: a leave-one-out approach (English)
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27 March 2019
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systemic risk
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interconnectedness
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financial networks
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Granger causality
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spurious causalities
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leave-one-out
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0.8178424835205078
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0.7897083759307861
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0.7781478762626648
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0.7598017454147339
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0.7538273334503174
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