Abstract
The time dependent notion of equity market centrality can uncover the influence of the pairwise and risk evolution of securities with respect to system stability.
| Original language | English |
|---|---|
| Pages (from-to) | 523-537 |
| Number of pages | 15 |
| Journal | Quantitative Finance |
| Volume | 21 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2021 |
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