Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
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References listed on IDEAS
- Kathleen Weiss Hanley & Gerard Hoberg, 2019. "Dynamic Interpretation of Emerging Risks in the Financial Sector," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4543-4603.
- Ali, Usman & Hirshleifer, David, 2020.
"Shared analyst coverage: Unifying momentum spillover effects,"
Journal of Financial Economics, Elsevier, vol. 136(3), pages 649-675.
- Usman Ali & David Hirshleifer, 2018. "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers 25201, National Bureau of Economic Research, Inc.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-03-24 (Big Data)
- NEP-CMP-2025-03-24 (Computational Economics)
- NEP-NET-2025-03-24 (Network Economics)
- NEP-RMG-2025-03-24 (Risk Management)
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