Bounding robustness in complex networks under topological changes through majorization techniques
Author
Abstract
Suggested Citation
DOI: 10.1140/epjb/e2020-100563-2
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Luis M. Varela & Giulia Rotundo & Marcel Ausloos & Jesús Carrete, 2015. "Complex Network Analysis in Socioeconomic Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 209-245, Springer.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- repec:ecb:ecbwps:20111426 is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
- Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
- Rémy Charleroy & Michael A. Stemmer, 2014.
"An Emerging Market Financial Conditions Index: A VAR Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
14068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
- Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01110688, HAL.
- Costola, Michele & Iacopini, Matteo, 2023. "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, vol. 51(C).
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020.
"Forecasting financial stress indices in Korea: a factor model approach,"
Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
- Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-06, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper 89768, University Library of Munich, Germany.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2019-02, Department of Economics, Auburn University.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Daily growth at risk: Financial or real drivers? The answer is not always the same,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"The role of ECB monetary policy and financial stress on Eurozone sovereign yields,"
Empirical Economics, Springer, vol. 59(3), pages 1189-1211, September.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-03403623, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-02160378, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
- Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016.
"Time Variation in Macro‐Financial Linkages,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1215-1233, November.
- Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
- Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban, 2013. "Time Variation in Macro-Financial Linkages," CEPR Discussion Papers 9436, C.E.P.R. Discussion Papers.
- Morana, Claudio, 2024.
"A new macro-financial condition index for the euro area,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Paper series 21-07, Rimini Centre for Economic Analysis, revised Sep 2021.
- Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023.
"The impacts of oil price volatility on financial stress: Is the COVID-19 period different?,"
International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
- Xin Sheng & Won Joong Kim & Rangan Gupta, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.
- repec:ecb:ecbdps:202113 is not listed on IDEAS
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2021.
"The Bank Lending Channel of Conventional and Unconventional Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 261-299, March.
- Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2016. "The bank lending channel of conventional and unconventional monetary policy," Temi di discussione (Economic working papers) 1094, Bank of Italy, Economic Research and International Relations Area.
- Martin Baumgaertner & Johannes Zahner, 2021.
"Whatever it takes to understand a central banker - Embedding their words using neural networks,"
MAGKS Papers on Economics
202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Zahner, Johannes & Baumgärtner, Martin, 2022. "Whatever it Takes to Understand a Central Banker – Embedding their Words Using Neural Networks," VfS Annual Conference 2022 (Basel): Big Data in Economics 264019, Verein für Socialpolitik / German Economic Association.
- Sheng Zhu & Ella Kavanagh & Niall O'Sullivan, 2021. "Constructing a financial conditions index for the United Kingdom: A comparative analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2976-2989, April.
- Garcia-de-Andoain, Carlos & Kremer, Manfred, 2017.
"Beyond spreads: Measuring sovereign market stress in the euro area,"
Economics Letters, Elsevier, vol. 159(C), pages 153-156.
- Garcia-de-Andoain, Carlos & Kremer, Manfred, 2018. "Beyond spreads: measuring sovereign market stress in the euro area," Working Paper Series 2185, European Central Bank.
- Bekaert, Geert & Hoerova, Marie, 2014.
"The VIX, the variance premium and stock market volatility,"
Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
- Geert Bekaert & Marie Hoerova, 2013. "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers 18995, National Bureau of Economic Research, Inc.
- Hoerova, Marie & Bekaert, Geert, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
- Marcell Béli & Kata Váradi, 2017. "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 119-147.
- Leroy, Aurélien & Pop, Adrian, 2019.
"Macro-financial linkages: The role of the institutional framework,"
Journal of International Money and Finance, Elsevier, vol. 92(C), pages 75-97.
- Aurelien Leroy & Adrian Pop, 2019. "Macro-Financial Linkages: The Role of the Institutional Framework," Post-Print hal-03367548, HAL.
- Bernardi, Mauro & Costola, Michele, 2019. "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series 244, Leibniz Institute for Financial Research SAFE.
- Silvestrini, Andrea & Zaghini, Andrea, 2015.
"Financial shocks and the real economy in a nonlinear world: From theory to estimation,"
Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
- Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," CFS Working Paper Series 505, Center for Financial Studies (CFS).
More about this item
Keywords
Statistical and Nonlinear Physics;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurphb:v:93:y:2020:i:6:d:10.1140_epjb_e2020-100563-2. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.