Measuring network systemic risk contributions: a leave-one-out approach
type: Item
instance of: scholarly article
title: Measuring network systemic risk contributions: a leave-one-out approach
zbMATH Open document ID: 1411.91642
author: Sullivan Hué
author: Yannick Lucotte
author: Sessi Tokpavi
publication date: 2019-03-27T00:00:00Z
full work available at URL: dr201810.pdf
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7043275
zbMATH Keywords: systemic risk
zbMATH Keywords: interconnectedness
zbMATH Keywords: financial networks
zbMATH Keywords: Granger causality
zbMATH Keywords: spurious causalities
zbMATH Keywords: leave-one-out
describes a project that uses: quantilogram
MaRDI profile type: Publication
OpenAlex ID: W2904230216
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Wikidata QID: Q128752374
DOI: 10.1016/J.JEDC.2018.12.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7043275