Measuring the propagation of financial distress with Granger-causality tail risk networks

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Authors: Fulvio Corsi, Fabrizio Lillo, Davide Pirino, Luca Trapin

Journal title: Journal of Financial Stability

Journal number: 38

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 18-36

DOI identifier: 10.1016/j.jfs.2018.06.003

ISSN: 1572-3089