Sumanta Basu

Cornell University

Assistant Professor

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A System-Wide Approach to Measure Connectivity in the Financial Sector

Number of pages: 72 Posted: 11 Aug 2016 Last Revised: 17 Jul 2020
Cornell University, University of Michigan at Ann Arbor - Department of Economics, University of Michigan at Ann Arbor and University of Michigan, Stephen M. Ross School of Business
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Citation 6

Abstract:

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Systemic Risk, Financial Networks, Lasso, Vector Autoregression