Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science

Drawing on recent contributions inferring financial interconnectedness from market data, our paper provides new insights on the evolution of the US financial industry over a long period of time by using several tools coming from network science. Relying on a Time-Varying Parameter Vector AutoRegress...

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Detalles Bibliográficos
Autores principales: Gandica, Yerali, Geraci, Marco Valerio, Béreau, Sophie, Gnabo, Jean-Yves
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5919003/
https://www.ncbi.nlm.nih.gov/pubmed/29694415
http://dx.doi.org/10.1371/journal.pone.0195110

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5919003/
https://www.ncbi.nlm.nih.gov/pubmed/29694415
http://dx.doi.org/10.1371/journal.pone.0195110

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