Proper measures of connectedness

DOI10.1007/s10436-020-00363-3zbMath1461.91341OpenAlexW3015688434MaRDI QIDQ2022936

Maria-Laura Torrente, Pierpaolo Uberti, Mario Alessandro Maggi

Publication date: 3 May 2021

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11567/1007331

zbMATH Keywords

connectednessmarket riskfinancial crisissystemic risk

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Connectedness versus diversification: two sides of the same coin

Cites Work

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