"Persistence in financial connectedness and systemic risk."

Jozef Baruník, Michael Ellington (2024)

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DOI: 10.1016/J.EJOR.2023.11.023

access: open

type: Journal Article

metadata version: 2024-03-08

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  - journals/eor/BarunikE24
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  - https://dblp.org/rec/journals/eor/BarunikE24
Jozef Baruník, Michael Ellington:
Persistence in financial connectedness and systemic risk. Eur. J. Oper. Res. 314(1): 393-407 (2024)

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