Work

International Tail Risk Connectedness: Network and Determinants

Year: 2019

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2021.101332

Authors: Linh Hoang Nguyen, Brendan John Lambe

Institutions: De Montfort University, Alfaisal University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Decent work and economic growth

Open Access status: green

OpenAlex ID: W3138827730

FWCI: 1.816

Cites: 68

Cited by: 30

Related to: 10