Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries
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Publication:2166077
DOI10.1007/S10690-021-09339-3zbMATH Open1495.91103OpenAlexW3173888143MaRDI QIDQ2166077FDOQ2166077
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
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Cites Work
- Coherent measures of risk
- A review of copula models for economic time series
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Risk assessment for banking systems
- Network topology of the interbank market
- A model of financial fragility
- Adjustable network reconstruction with applications to CDS exposures
- Financial networks and interconnectedness in an advanced emerging market economy
- Financial and macroeconomic connectedness. A network approach to measurement and monitoring
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