Browsing Working Papers by Author "Chakrabartia, Anindya S."
Now showing items 1-1 of 1
-
Ripples on financial networks
Kumar, Sudarshan; Bansal, Avijit; Chakrabartia, Anindya S. (Indian Institute of Management Ahmedabad, 2019)In the financial markets, asset returns exhibit collective dynamics masking individual impacts on the rest of the market. Hence, it is still an open problem to identify how shocks originating from one particular asset ...