Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries

DOI10.1007/S10690-021-09339-3MaRDI QIDQ2166077zbMATH OpenOpenAlexFDO

Authors Jose Arreola Hernandez, Sang Hoon Kang, Ron P. McIver, Seong-Min Yoon

Publication date 23 August 2022

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-021-09339-3

zbMATH Keywords

Asia Pacific marketsbank equity returnsinterdependencenetwork structureportfolio optimisation

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• A model of financial fragility
• A review of copula models for economic time series
• Adjustable network reconstruction with applications to CDS exposures
• Coherent measures of risk
• Financial and macroeconomic connectedness. A network approach to measurement and monitoring
• Financial networks and interconnectedness in an advanced emerging market economy
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Network topology of the interbank market
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Risk assessment for banking systems

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