Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
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- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025. "Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets," PIER Working Paper Archive 25-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
References listed on IDEAS
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More about this item
JEL classification:
- F01 - International Economics - - General - - - Global Outlook
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-03-24 (Econometrics)
- NEP-NET-2025-03-24 (Network Economics)
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