DOI10.1007/s10690-021-09340-wzbMath1495.91128MaRDI QIDQ2166079
Mike K. P. So, Amanda M. Y. Chu, Lupe S. H. Chan
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/s10690-021-09340-w
zbMATH Keywords
Granger causality; financial contagion; network density; pandemic network; risk analytics
Mathematics Subject Classification ID
91G45: Financial networks (including contagion, systemic risk, regulation)
91G15: Financial markets