Work

A network approach to unravel asset price comovement using minimal dependence structure

Year: 2018

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2018.04.012

Authors: Pablo Jose Campos de Carvalho, Aparna Gupta

Institutions: Central Bank of Brazil, Rensselaer Polytechnic Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2800519341

FWCI: 1.984

Cites: 52

Cited by: 29

Related to: 10