Financial networks 2019
buir.contributor.author | Şensoy, Ahmet | |
dc.citation.epage | 2 | en_US |
dc.citation.spage | 1 | en_US |
dc.citation.volumeNumber | 2019 | en_US |
dc.contributor.author | Tabak, B. M. | en_US |
dc.contributor.author | Silva, T. C. | en_US |
dc.contributor.author | Şensoy, Ahmet | en_US |
dc.date.accessioned | 2020-02-10T10:43:32Z | |
dc.date.available | 2020-02-10T10:43:32Z | |
dc.date.issued | 2019 | |
dc.department | Department of Management | en_US |
dc.description.abstract | This special issue on financial networks seeks to bring novel methods and discussions to improve our understanding of financial markets. The bulk of the literature studies, interbank markets, or stock markets networks. This literature has provided important insights for the development of portfolio and risk management and financial regulation. | en_US |
dc.description.provenance | Submitted by Zeynep Aykut (zeynepay@bilkent.edu.tr) on 2020-02-10T10:43:32Z No. of bitstreams: 1 Financial_networks_2019.pdf: 390305 bytes, checksum: 88543f672beb7216b442f514b0ad87d4 (MD5) | en |
dc.description.provenance | Made available in DSpace on 2020-02-10T10:43:32Z (GMT). No. of bitstreams: 1 Financial_networks_2019.pdf: 390305 bytes, checksum: 88543f672beb7216b442f514b0ad87d4 (MD5) Previous issue date: 2019 | en |
dc.identifier.doi | 10.1155/2019/8257404 | en_US |
dc.identifier.issn | 1076-2787 | |
dc.identifier.uri | http://hdl.handle.net/11693/53222 | |
dc.language.iso | English | en_US |
dc.publisher | Hindawi | en_US |
dc.relation.isversionof | https://dx.doi.org/10.1155/2019/8257404 | en_US |
dc.source.title | Complexity | en_US |
dc.title | Financial networks 2019 | en_US |
dc.type | Editorial | en_US |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- Financial_networks_2019.pdf
- Size:
- 381.16 KB
- Format:
- Adobe Portable Document Format
- Description:
- View / Download
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: