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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2023
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| Materias: | |
| 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 |