Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Persistence in financial connectedness and systemic risk - MaRDI portal

Persistence in financial connectedness and systemic risk

From MaRDI portal

Publication:6128931

Jump to:navigation, search

DOI10.1016/J.EJOR.2023.11.023arXiv2007.07842OpenAlexW4388751788MaRDI QIDQ6128931

Michael Ellington, Jozef Barunik

Publication date: 16 April 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.07842

zbMATH Keywords

persistence finance variance decompositions spectral domain network connections

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

This page was built for publication: Persistence in financial connectedness and systemic risk

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6128931&oldid=35583891"