Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

Hai-Chuan Xu; Fredj Jawadi; Jie Zhou; Wei-Xing Zhou

doi:10.1007/s00181-022-02338-x

Journal Articles Empirical Economics Year : 2022

Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

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Hai-Chuan Xu

Function : Author
PersonId : 1351298
ORCID : 0000-0002-4035-0318

College of Management and Economics

China Center for Social Computing and Analytics

Fredj Jawadi

Function : Author
PersonId : 750819
IdHAL : fredj-jawadi
ORCID : 0000-0003-3655-8391
IdRef : 104615060

Lille University Management Lab - ULR 4999

Jie Zhou

Function : Author

Department of Physics, Chemistry and Biology [Linköping]

Wei-Xing Zhou

Function : Author
PersonId : 1351299
ORCID : 0000-0002-8952-8228

Domains

Quantitative Finance [q-fin]

Fredj JAWADI : Connect in order to contact the contributor

https://hal.science/hal-04478741

Submitted on : Monday, February 26, 2024-9:14:54 PM

Last modification on : Monday, June 3, 2024-5:06:02 PM

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HAL Id : hal-04478741 , version 1
DOI : 10.1007/s00181-022-02338-x

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Hai-Chuan Xu, Fredj Jawadi, Jie Zhou, Wei-Xing Zhou. Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. Empirical Economics, 2022, 65 (1), pp.93-110. ⟨10.1007/s00181-022-02338-x⟩. ⟨hal-04478741⟩

Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework

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