Pages that link to "Item:Q2451806"
From MaRDI portal
The following pages link to On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806):
Displaying 50 items.
- TENET: tail-event driven network risk (Q281059) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Are generalized spillover indices overstating connectedness? (Q1627007) (← links)
- Financial data science (Q1642419) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Tail event driven networks of SIFIs (Q1739652) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Robust and sparse banking network estimation (Q1754723) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- R\&D and wholesale trade are critical to the economy: identifying dominant sectors from economic networks (Q1787238) (← links)
- Proper measures of connectedness (Q2022936) (← links)
- Risk attribution and interconnectedness in the EU via CDS data (Q2033695) (← links)
- Connectedness versus diversification: two sides of the same coin (Q2037770) (← links)
- Financial contagion through space-time point processes (Q2059116) (← links)
- Modeling risk contagion in the Italian zonal electricity market (Q2076843) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Effective transfer entropy to measure information flows in credit markets (Q2082476) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Assessing the connectedness between proof of work and proof of stake/other digital coins (Q2126159) (← links)
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (Q2137655) (← links)
- Effective network inference through multivariate information transfer estimation (Q2150368) (← links)
- Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Mapping out network connections between residential property markets (Q2179760) (← links)
- Combining permutation tests to rank systemically important banks (Q2220292) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (Q2241570) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Monitoring banking system connectedness with big data (Q2323377) (← links)
- Network quantile autoregression (Q2323385) (← links)
- How to measure interconnectedness between banks, insurers and financial conglomerates (Q2520728) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility (Q2661806) (← links)
- Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover (Q2661885) (← links)
- SONIC: social network analysis with influencers and communities (Q2673171) (← links)
- A study on volatility spillovers among international stock markets during the Russia-Ukraine conflict (Q2682485) (← links)
- Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness (Q2697971) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Extreme risk spillover network: application to financial institutions (Q4555151) (← links)
