Global uncertainty increases financial interconnections – paper
Researchers use network approach to evaluate financial interconnectedness
A working paper published by the Banque de France investigates whether the connectedness of financial markets is affected by global uncertainty.
In Global financial interconnectedness: a non-linear assessment of the uncertainty channel, the authors carry out two linked investigations. They attempt to evaluate the connectedness of international financial markets using a network approach. They also investigate whether uncertainty is a channel that shapes interconnections between markets.
The
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