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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

From MaRDI portal
Publication:138166

DOI10.1016/J.JFINECO.2011.12.010MaRDI QIDQ138166

Andrew W. Lo, Monica Billio, Mila Getmansky, Loriana Pelizzon

Publication date: June 2012

Published in: Journal of Financial Economics (Search for Journal in Brave)





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