Network Representations of Interconnections and Contagion

Project Start: 01/2016
Status: Ongoing
Researchers: Nils Bertschinger, Roberto Panzica, Loriana Pelizzon, Zorka Simon, Tatiana von Landesberger
Category: Financial Markets, Systemic Risk Lab
Funded by: LOEWE

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

Related Working Papers

No. Author/s Title Year Program Area 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