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.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 |
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