Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.

Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.

Drawing on recent contributions inferring financial interconnectedness from market data, our paper provides new insights on the evolution of the US financial industry over a long period of time by using several tools coming from network science. Relying on a Time-Varying Parameter Vector AutoRegress...

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Bibliographic Details
Main Authors: Yerali Gandica, Marco Valerio Geraci, Sophie Béreau, Jean-Yves Gnabo
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2018-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC5919003?pdf=render

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http://europepmc.org/articles/PMC5919003?pdf=render

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