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...
| الحاوية / القاعدة: | International Review of Economics & Finance |
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| المؤلفون الرئيسيون: | , , |
| التنسيق: | مقال |
| اللغة: | الإنجليزية |
| منشور في: |
Elsevier
2025-03-01
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://www.sciencedirect.com/science/article/pii/S1059056025001194 |