Work

Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101645

Authors: Biyu Qian, Gang-Jin Wang, Yusen Feng, Chi Xie

Institution: Hunan University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, National Office for Philosophy and Social Sciences

Awards: G1825254230, G3862559184, G412490277, 基于多层信息溢出网络的金融机构关联性与系统性风险贡献研究, 大数据环境下基于动态耦合网络的投资决策交互过程与证券市场稳定性研究

OpenAlex ID: W4207010753

FWCI: 3.47

Cites: 50

Cited by: 21

Related to: 10