IEEE - Institute of Electrical and Electronics Engineers, Inc. - Network Structure and Market Risk in the European Equity Market

Author(s): German G. Creamer
Sponsor(s): IEEE Systems Council
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 9
ISSN (CD): 2373-7816
ISSN (Paper): 1932-8184
ISSN (Online): 1937-9234
DOI: 10.1109/JSYST.2017.2657516
Regular:

This paper proposes a methodology to anticipate market risk using qualitative and quantitative variables that capture communicative and financial activity within equity networks. During periods of... View More

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