1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.ST2022★ 1 cited
Learning Financial Networks with High-frequency Trade Data
Kara Karpman, Sumanta Basu, David Easley
Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock retu…
q-fin.ST2022
Exploring Financial Networks Using Quantile Regression and Granger Causality
Kara Karpman, Samriddha Lahiry, Diganta Mukherjee +1
In the post-crisis era, financial regulators and policymakers are increasingly interested in data-driven tools to measure systemic risk and to identify systemically important firms…