Risk spillover networks in financial system based on information theory.
Since the financial system has illustrated an increasingly prominent characteristic of inextricable connections, information theory is gradually utilized to study the financial system. By collecting the daily data of industry index (2005-2020) and region index (2012-2020) listed in China as samples,...
Guardado en:
Autores principales: | Weibo Li, Wei Liu, Lei Wu, Xue Guo |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
Public Library of Science (PLoS)
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/eac3378901554bc1b8da37b4dda23ba6 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
-
Global information spillovers
por: Chousakos, Kyriakos, et al.
Publicado: (2019) -
Spillovers to emerging markets during global financial crisis
por: Kalemli-Özcan, Sebnem
Publicado: (2019) -
Stress Spillovers among Financial Markets: Evidence from Spain
por: Julián Andrada-Félix, et al.
Publicado: (2021) -
Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach
por: Mirfeiz Fallah Shams, et al.
Publicado: (2021) -
Contributions of relationships to retroviral spillover risk and transmission potential in human networks in western Uganda
por: L.S.P. Bloomfield, et al.
Publicado: (2016)