Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework.

Xu, Hai-Chuan; Jawadi, Fredj; Zhou, Jie; Zhou, Wei-Xing

Xu, Hai-Chuan; Jawadi, Fredj; Zhou, Jie; Zhou, Wei-Xing.

Afiliação

Xu HC; School of Business, East China University of Science and Technology, 130 Meilong Road, Shanghai, 200237 Shanghai China.
Jawadi F; Research Center for Econophysics, East China University of Science and Technology, 130 Meilong Road, Shanghai, 200237 Shanghai China.
Zhou J; IAE Lille University School of Management, 104 Avenue, Peuple Belge, 59043 Lille, France.
Zhou WX; School of Business, East China University of Science and Technology, 130 Meilong Road, Shanghai, 200237 Shanghai China.

Empir Econ ; : 1-18, 2022 Dec 06.

Article em En | MEDLINE | ID: mdl-36532712

Palavras-chave

Ranking stability; Spillover effect; Systemic risk; Systemically important financial institutions; TVP-VAR

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Texto completo: 1 Bases de dados: MEDLINE Tipo de estudo: Health_economic_evaluation Idioma: En Revista: Empir Econ Ano de publicação: 2022 Tipo de documento: Article