Assessing systemic importance using multilayer dynamic networks: Evidence from China's stock market
This study develops a multilayer dynamic network framework to evaluate the systemic importance of 348 firms listed in China's A-share market over the period 2010–2021. By employing the maximum mutual information coefficient (MIC), the model captures both linear and nonlinear interdependencies, integ...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2025-10-01
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| Col·lecció: | International Review of Economics & Finance |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S1059056025004423 |
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