Time-varying causal network of the Korean financial system based on firm-specific risk premiums
Song, Jae Wook; Ko, Bonggyun; Cho, Poongjin; Chang, Woojin
- 期刊名称Physica A: Statistical Mechanics and its Applications
- 作者Song, Jae Wook; Ko, Bonggyun; Cho, Poongjin; Chang, Woojin
- 卷第458卷
- 印刷ISSN0378-4371
- 文件大小3471.65KB
- 发表时间2016-09
- DOI10.1016/j.physa.2016.03.093
- 页码287-302