MRN-based connectedness: A nonlinear approach for capturing systemic risk dynamics in financial systems

The North American Journal of Economics and Finance 2026

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Authors: Shijia Song, Handong Li
DOI: 10.1016/j.najef.2025.102572
Cited by: 0
References: 53

Fields of Study & Subjects

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

Publication details

Journal / source
The North American Journal of Economics and Finance
Volume
83
Pages
102572–102572
Publication date
8 January 2026
Language
EN