How risk spillover network structure affects VaR: A study using complex networks and quantile regression
In early 2020, the global economy was hit by the “black swan” event of the COVID-19 pandemic, which triggered ups and downs in international financial markets. Volatility in financial markets is often due to price fluctuations and the fluctuations have a significant linkage effect, which makes it ea...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2025-03-01
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| coleção: | International Review of Economics & Finance |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S1059056025001194 |
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