On the network topology of variance decompositions: measuring the connectedness of financial firms
type: Item
instance of: scholarly article
title: On the network topology of variance decompositions: measuring the connectedness of financial firms
zbMATH Open document ID: 1311.91196
author: Francis X. Diebold
author: Kamil Yilmaz
published in: Journal of Econometrics
publication date: 2014-06-04T00:00:00Z
full work available at URL: w17490.pdf
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6300679
zbMATH Keywords: risk measurement
zbMATH Keywords: risk management
zbMATH Keywords: portfolio allocation
zbMATH Keywords: market risk
zbMATH Keywords: credit risk
zbMATH Keywords: systemic risk
zbMATH Keywords: asset markets
zbMATH Keywords: degree distribution
describes a project that uses: TETRAD
MaRDI profile type: Publication
OpenAlex ID: W3020982786
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DOI: 10.1016/J.JECONOM.2014.04.012
description: scientific article