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Journal of Business & Economic Statistics Volume 37, 2019 - Issue 1

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Too Connected to Fail? Inferring Network Ties From Price Co-Movements

Jakob J. BosmaFaculty of Economics and Business, University of Groningen, 9700 AV Groningen, The Netherlands ([email protected])

http://orcid.org/0000-0001-6263-0364

Michael KoetterInstitute for Economic Research Halle IWH, Deutsche Bundesbank, Otto-von-Guericke University, D-06108 Halle (Saale), Germany ([email protected])

Michael WedowEuropean Central Bank, 60314 Frankfurt a.M., Germany ([email protected])

Pages 67-80 | Received 01 Mar 2015, Accepted 01 Nov 2016, Published online: 16 May 2017

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https://doi.org/10.1080/07350015.2016.1272459
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