Financial network linkages to predict economic output
- 1 March 2020
- journal article
- research article
- Published by Elsevier BV in Finance Research Letters
- Vol. 33, 101206
- https://doi.org/10.1016/j.frl.2019.06.004
Abstract
No abstract availableFunding Information
- National Natural Science Foundation of China (71771042, 71371044)
- Fundamental Research Funds for the Central Universities (N180614004)
This publication has 16 references indexed in Scilit:
- A return spillover network perspective analysis of Chinese financial institutions’ systemic importancePhysica A: Statistical Mechanics and its Applications, 2018
- Networks in Production: Asset Pricing ImplicationsThe Journal of Finance, 2018
- TENET: Tail-Event driven NETwork riskJournal of Econometrics, 2016
- Systemic risk and the macroeconomy: An empirical evaluationJournal of Financial Economics, 2016
- Systemic Risk and Stability in Financial NetworksAmerican Economic Review, 2015
- On the network topology of variance decompositions: Measuring the connectedness of financial firmsJournal of Econometrics, 2014
- Financial Network Systemic Risk ContributionsEuropean Finance Review, 2014
- Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?The Review of Financial Studies, 2012
- Econometric measures of connectedness and systemic risk in the finance and insurance sectorsJournal of Financial Economics, 2012
- Centrality in social networks conceptual clarificationSocial Networks, 1979