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Econometric measures of connectedness and systemic risk in the finance and insurance sectors - MaRDI portal

Econometric measures of connectedness and systemic risk in the finance and insurance sectors (Q138166)

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scientific article
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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
scientific article

    Statements

    volume
    104
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    issue
    3
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    page(s)
    535-559
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    publication date
    June 2012
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    author
    Monica Billio
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    Mila Getmansky
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    Andrew W. Lo
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    Loriana Pelizzon
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    Identifiers

     
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