Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2015

AUTHORS

Fabrizio Durante , Enrico Foscolo , Piotr Jaworski , Hao Wang

ABSTRACT

We present some connectedness measures for an economic system that are derived from the spatial contagion measure. These measures are calculated directly from time series data and do not require any parametric assumption. The given definitions are illustrated in an empirical analysis of the behavior of European banking and insurance sector in the recent years. More... »

PAGES

217-224

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-10765-3_26

DOI

http://dx.doi.org/10.1007/978-3-319-10765-3_26

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1027279091


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