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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2018
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| Materias: | |
| 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 |