A co-jump network approach to systemic risk measurement: Evidence from the U.S. financial market
Shijia Song; Handong Li
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Economic Modelling
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.econmod.2026.107534
The original publisher provides the full text and its access options.
Cite this source
Shijia Song; Handong Li. A co-jump network approach to systemic risk measurement: Evidence from the U.S. financial market. Economic Modelling. 2026-05. https://doi.org/10.1016/j.econmod.2026.107534