Financial Industry Interconnectedness

Check out this academic paper Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors by profs Monica Billio, Loriana Pelizzon, Andrew W. Lo, and Mila Getmansky.

The paper tries to come up with hard definitions of interconnectedness and systemic risk.

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Source: Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
SSRN, November 1, 2011

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