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Brahim, Ozkan ; Burak Sencer, Atasoy ; Lutfi, Erden ; Burak, Atasoy. (2024) The determinants of systemic risk contagion.
In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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cites:

Billio, M. ; Caporin, M. ; Frattarolo, L. ; Pelizzon, L. Networks in risk spillovers: a multivariate GARCH perspective. 2021 Economet. Statist.. -

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