Statistical arbitrage and risk contagion
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DOI: 10.1016/j.jedc.2022.104528
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More about this item
Keywords
Statistical arbitrage; Financial network; Risk contagion; Market stability;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G40 - Financial Economics - - Behavioral Finance - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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