On the network topology of variance decompositions: Measuring the connectedness of financial firms

标题
On the network topology of variance decompositions: Measuring the connectedness of financial firms
作者
关键词
-
出版物
JOURNAL OF ECONOMETRICS
Volume 182, Issue 1, Pages 119-134
出版商
Elsevier BV
发表日期
2014-04-24
DOI
10.1016/j.jeconom.2014.04.012

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