Multilayer information spillover networks: measuring interconnectedness of financial institutions

DOI10.1080/14697688.2020.1831047zbMath1479.91433OpenAlexW3094140700WikidataQ111628471 ScholiaQ111628471MaRDI QIDQ5014249

Shuyue Yi, Gang-Jin Wang, Chi Xie, H. Eugene Stanley

Publication date: 1 December 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1831047

zbMATH Keywords

interconnectednessmultilayer networksfinancial institutionsinformation spillover effects

Mathematics Subject Classification ID

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

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