Financial risk propagation between Chinese and American stock markets based on multilayer networks
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DOI: 10.1016/j.physa.2021.126445
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- Jin, Qichao & Sun, Lei & Chen, Yanyu & Hu, Zhao-Long, 2024. "Financial risk contagion based on dynamic multi-layer network between banks and firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 638(C).
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Keywords
Financial risk; Multilayer networks; Granger causality test; Monte Carlo algorithm; Betweenness centrality;All these keywords.
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