A co-jump network approach to systemic risk measurement: Evidence from the U.S. financial market

Economic Modelling 2026

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Authors: Shijia Song, Handong Li

DOI: 10.1016/j.econmod.2026.107534

Cited by: 1

References: 47

Fields of Study & Subjects

Financial Risk and Volatility Modeling Banking stability regulation efficiency Complex Systems and Time Series Analysis

References 47