Access Statistics for Daniel Felix Ahelegbey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series 0 0 0 24 0 1 17 54
A Statistical Measure of Global Equity Market Risk 0 0 0 26 1 2 10 55
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 1 16 445
Default count-based network models for credit contagion 0 0 1 22 0 0 12 60
Factorial Network Models To Improve P2P Credit Risk Management 0 0 2 40 0 0 17 126
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 1 10 273
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 8 123
Interconnected Deviations from Covered Interest Parity 0 0 0 14 0 1 6 44
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 1 9 68
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 1 11 59
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 0 0 9 86
Modeling Turning Points In Global Equity Market 0 0 0 39 1 1 12 55
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 1 14 410
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 2 13 59
Network VAR models to Measure Financial Contagion 0 0 0 84 0 1 8 228
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 0 1 26 218
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 0 7 77
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 1 7 30
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 43 0 1 29 135
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 2 12 74
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 0 8 54
The Econometrics of Networks: A Review 0 0 0 303 0 1 17 606
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 1 1 13 44
Total Working Papers 0 1 7 1,182 5 20 301 3,450


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 0 2 25 1 5 26 141
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 1 11 26
Crypto Asset Portfolio Selection 0 0 0 7 0 1 17 40
Default count-based network models for credit contagion 0 0 0 0 1 1 7 15
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 0 1 11 93
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 1 1 2 3 1 3 24 28
Latent factor models for credit scoring in P2P systems 0 1 1 17 2 5 15 126
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 1 10 15
Modeling Turning Points in the Global Equity Market 0 0 0 2 0 0 16 27
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 0 2 15 32
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 0 21 28
NetVIX — A network volatility index of financial markets 0 0 0 3 1 2 13 35
Network VAR models to measure financial contagion 0 1 1 14 0 2 26 68
Network based evidence of the financial impact of Covid-19 pandemic 0 0 0 6 0 1 7 26
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 3 18 0 3 25 110
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 0 0 12 33
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 1 2 9 12
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 1 6 39
Tail risk measurement in crypto-asset markets 0 0 1 17 0 1 28 102
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis 0 0 0 0 2 8 14 14
The econometrics of Bayesian graphical models: a review with financial application 0 0 1 2 0 0 14 19
The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities 0 1 2 2 1 3 6 6
The nexus of conventional, religious and ethical indexes during crisis 0 0 1 5 1 1 12 36
Tree networks to assess financial contagion 0 0 1 10 0 2 15 88
Total Journal Articles 1 5 15 149 12 46 360 1,159


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Systemic Risk Networks 0 0 0 16 0 0 4 56
Total Chapters 0 0 0 16 0 0 4 56


Statistics updated 2026-10-11