@article{f4e2a501d2e841a694b7660a9b453cde,
title = "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks",
keywords = "Network Modelling, Quantile Vector Autoregression with Common Factors, Quantile Connectedness, Financial{Sovereign Credit Risk Transmission, Tail-Dependence",
author = "Yongcheol Shin",
year = "2020",
month = nov,
day = "12",
language = "English",
journal = "Management Science",
issn = "0025-1909",
publisher = "INFORMS Institute for Operations Research and the Management Sciences",
}