Centrality measures of financial system interconnectedness: A multiple crises study

We explore how asset returns could be a good proxy to detect interlinkages in the financial system. This paper employs a US dataset for the 2002–2021 period. Pairwise returns correlation indicate the interconnectedness at the preliminary stage. The Principal Component Analysis captures a significant...

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Detalles Bibliográficos
Autores principales: Salim, M. Zulkifli, Ramdhan, Dadang, Daly, Kevin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10161585/
https://www.ncbi.nlm.nih.gov/pubmed/37151680
http://dx.doi.org/10.1016/j.heliyon.2023.e15427

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10161585/
https://www.ncbi.nlm.nih.gov/pubmed/37151680
http://dx.doi.org/10.1016/j.heliyon.2023.e15427

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