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

Hai-Chuan Xu, Fredj Jawadi, Jie Zhou and Wei-Xing Zhou
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Hai-Chuan Xu: College of Management and Economics - TJU - Tianjin University, China Center for Social Computing and Analytics - TJU - Tianjin University
Jie Zhou: IFM - Department of Physics, Chemistry and Biology [Linköping] - LIU - Linköping University

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Date: 2022-12-06
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Published in Empirical Economics, 2022, 65 (1), pp.93-110. ⟨10.1007/s00181-022-02338-x⟩

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Journal Article: Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04478741

DOI: 10.1007/s00181-022-02338-x

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