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Spread of risk across financial markets: Better to invest in the peripheries

Pozzi, Francesco; Di Matteo, Tiziana; Aste, Tomaso


Risk is not uniformly spread across financial markets and this fact can be exploited to reduce investment risk contributing to improve global financial stability. We discuss how, by extracting the dependency structure of financial equities, a network appr

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Scientific Reports
DOI: 10.1038/srep01665


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