Variance Decomposition Networks: Potential Pitfalls and a Simple Solution
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Keywords
WP; insurance company; life insurance; SHINKONG insurance co Ltd; networks; interconnectedness; systemic risk; regularization techniques; global financial system; variance decomposition; VAR; state bank; partial correlation; BEJNG Co.; SCOR SE; Wells fargo; casualty company Ltd; Erie indemnity Co; Insurance companies; Insurance; Vector autoregression; Commercial banks; Africa; Global; Asia and Pacific;All these keywords.
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