Research on Risk Contagion among Financial Submarkets in China Based on Complex Networks.
Yuhua XuYue ZhaoMengna LiuChengrong XiePublished in: Entropy (2022)
Keyphrases
- complex networks
- risk management
- var model
- financial markets
- financial risk
- credit risk
- stock index futures
- commercial banks
- listed companies
- portfolio optimization
- community detection
- economic growth
- risk analysis
- social network analysis
- network analysis
- decision making
- network structure
- financial crisis
- scale free
- stock market
- social networks
- portfolio management
- link prediction
- community structure
- investment decisions
- early warning
- network evolution
- protein interaction networks
- functional modules
- biological networks
- community discovery
- graph theory
- financial data
- real world networks
- financial information
- information theoretic concepts
- network motifs
- economic development
- clustering coefficient
- structural properties
- scale free networks
- small and medium enterprises
- information flow
- shortest path
- data analysis
- social influence