Network Connectivity, Systemic and Systematic Risk

Project Start: 01/2016
Status: Ongoing
Researchers: Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon, Zorka Simon
Category: Financial Markets, Systemic Risk Lab

This project is part of the team project "Systemic Risk and Network Connectivity".

Related Working Papers

No. Author/s Title Year Research Area Keywords
166 Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 2017 Financial Markets, Systemic Risk Lab CAPM, volatility, network, interconnections, systematic risk

 

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