Investigating Systemic Risk with Co-occurrence Networks – Studies from the fields of sovereign bond and energy markets
Year: 2024

Each of the three articles within this dissertation represents a distinct investigation within the broader research domain. While they may stand alone as individual contributions, they are interconnected by a common research theme, systemic risk. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network This study investigates the sovereign yield curve network of 12 developed countries. The term structure of interest rates into the Level, Slo