Network Representations of Interconnections and Contagion

Projekt Start: 01/2016
Status: Fortlaufend
Forscher: Nils Bertschinger, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger
Kategorie: Financial Markets, Systemic Risk Lab
Finanziert von: LOEWE

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

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich Keywords
228 Roberto Panzica Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections 2018 Financial Markets, Systemic Risk Lab Idiosyncratic volatility puzzle; Networks; Expected Returns; Granger Causality

 

Zurück