Extreme risk spillover network: application to financial institutions

By Gangjin Wang, Chi Xie, Kaijian He, H. Eugene Stanley. 2017

251 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/24540f1ed512ac4b663a8a875ba3d1feac26df29

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Barbara Casu
2. Fotios Pasiouras
3. Donsyah Yudistira

In Finance

1. Barbara Casu
2. Fotios Pasiouras
3. Rima Turk Ariss
4. Donsyah Yudistira

Citations in the corpus

• Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. (2020, methodology): “To estimate the total spillovers in the spillover networks, we require the total spillover index, based on the widely used network-based indicator, the network density (see e.g. Billio et al., 2012; Wang et al., 2017).”