ABSTRACT In this paper, we study the evolution over time of the correlation structure of equity returns by means of a filtered-network approach and use this to investigate persistency and recurrences...
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More Systemic risk articles
Insurer faces uphill battle to reverse FSOC decision
Volume 2, Issue 4 (2014)
NAIC chief -- council should heed message to 'back off'
Competition with bond markets raises danger of crash
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
A report from the International Organization of Securities Commissions on the systemic risk posed by hedge funds lacks substance, industry participants claim
Recent calls for kill switches may be misguided
Regulators' efforts to prevent another crisis are having the opposite effect
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