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 1 6 13 49
A Statistical Measure of Global Equity Market Risk 0 0 0 26 1 4 8 52
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 2 5 9 437
Default count-based network models for credit contagion 1 1 1 22 4 7 11 58
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 39 1 3 9 117
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 3 7 11 271
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 4 8 122
Interconnected Deviations from Covered Interest Parity 0 0 0 14 0 3 4 42
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 2 4 11 65
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 4 9 56
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 0 3 6 83
Modeling Turning Points In Global Equity Market 0 0 0 39 1 6 9 52
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 3 21 407
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 6 10 55
Network VAR models to Measure Financial Contagion 0 0 0 84 0 5 13 227
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 1 6 14 206
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 4 7 76
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 3 4 27
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 42 1 14 26 129
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 5 9 71
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 3 6 52
The Econometrics of Networks: A Review 0 0 1 303 0 6 17 604
Tree Networks to Assess Financial Contagion 0 0 0 22 0 1 7 64
Tree Networks to assess Financial Contagion 0 0 0 12 0 5 9 37
Total Working Papers 1 2 7 1,180 17 117 251 3,359

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 1 24 0 10 24 132
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 5 10 23
Crypto Asset Portfolio Selection 0 0 0 7 0 6 9 32
Default count-based network models for credit contagion 0 0 0 0 0 3 6 14
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 1 2 6 85
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 1 2 2 2 9 23 23
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 3 9 119
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 1 6 11
Modeling Turning Points in the Global Equity Market 0 0 0 2 2 9 16 23
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 2 9 18 30
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 5 17 22
NetVIX — A network volatility index of financial markets 0 0 0 3 2 4 11 29
Network VAR models to measure financial contagion 0 0 1 13 5 13 24 60
Network based evidence of the financial impact of Covid-19 pandemic 0 0 0 6 0 3 5 22
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 5 12 21 101
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 0 5 11 31
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 0 4 8 8
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 3 3 36
Tail risk measurement in crypto-asset markets 0 0 0 16 2 7 19 87
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis 0 0 0 0 3 3 3 3
The econometrics of Bayesian graphical models: a review with financial application 0 0 2 2 2 6 10 13
The nexus of conventional, religious and ethical indexes during crisis 0 0 2 5 1 3 16 32
Tree networks to assess financial contagion 0 0 0 9 1 3 11 81
Total Journal Articles 0 1 9 138 30 128 286 1,017

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 2 4 55
Total Chapters 0 0 0 16 0 2 4 55

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Statistics updated 2026-04-09