Work

Modelling international sovereign risk information spillovers: A multilayer network approach

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101794

Authors: Peipei Liu, Wei-Qiang Huang

Institution: Northeastern 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, National University's Basic Research Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G3702873005, G8658719566, 基于金融机构尾部风险网络的金融系统性风险形成演化机制及预警控制研究

OpenAlex ID: W4292507958

FWCI: 4.391

Cites: 56

Cited by: 27

Related to: 10