Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 2391339 Eccentricity in asset management
by Hakan Kaya - 2395902 Emergence of the EU corporate lending network
by Grzegorz Hałaj & Urszula Kochańska & Christoffer Kok - 2397454 Risk diversification: a study of persistence with a filtered correlation-network approach
by Nicoló Musmeci & Tomaso Aste & Tiziana Di Matteo - 2400536 A multiplex network analysis of the Mexican banking system: link persistence, overlap and waiting times
by José-Luis Molina-Borboa & Serafin Martinez-Jaramillo & Marco van der Leij & Fabrizio López-Gallo - 2412690 Granger-causal nonlinear financial networks
by Paweł Fiedor - 2412697 The global network of payment flows
by Samantha Cook & Kimmo Soramäki - 2412699 Transmission of shocks in the integrated accounting framework
by Olli Castrén & Ilja Kristian Kavonius - 2426266 Network-based measures as leading indicators of market instability: the case of the Spanish stock market
by Gustavo Peralta - 2437982 European government bond dynamics and stability policies: taming contagion risks
by Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand - 2437987 Systemic risk and the sovereign-bank default nexus: a network vector autoregression approach
by BoÅ™ek VaÅ¡ÃÄ ek & Peter Claeys - 2438030 Network centrality, failure prediction and systemic risk
by Abalfazl Zareei - 2454524 Close communications: hedge funds, brokers and the emergence of a consensus trade
by Jan Simon & Yuval Millo & Neil Kellard & Ofer Engel - 2454526 Credit risk spillover between financials and sovereigns in the euro area, 2007–15
by Olivier Vergote - 2454528 A network-based method for visual identification of systemic risks
by Samantha Cook & Kimmo Soramäki & Alan Laubsch - 2462066 Dynamic visualization of large financial networks
by Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld - 2462076 Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
by Rodney Garratt & Lewis Webber & Matthew Willison - 2462079 The econometrics of Bayesian graphical models: a review with financial application
by Daniel Felix Ahelegbey - 2472268 Directors’ networks and firm valuation in a concentrated ownership structure economy
by Ronen Barak & Oren Kapah - 2472271 A multilayer model of order book dynamics
by Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda - 2472278 NetMES: a network based marginal expected shortfall measure
by Shatha Qamhieh Hashem & Paolo Giudici - 2475391 Financial networks and bank liquidity
by Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak - 2477966 Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning
by R.V. Barroso & J. I. A. V. Lima & A. H. Lucchetti & D. O. Cajueiro - 3916926 Reputation risk contagion
by Peter Mitic - 3916981 How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
by Matteo Serri & Guido Caldarelli & Giulio Cimini - 3950896 Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
by SÃlvio M. Duarte Queirós & Michelle B. Graczyk - 5298981 Visibility graph combined with information theory: an estimator of stock market efficiency
by Bruna Amin Gonçalves & A. P. F. Atman - 5298986 Causality networks of financial assets
by Stavros K. Stavroglou & Athanasios A. Pantelous & Kimmo Soramäki & Konstantin Zuev - 5299021 Networks and lending conditions: empirical evidence from the Swiss franc money markets
by Silvio Schumacher - 5329781 Ranking the economic importance of countries and industries
by Wei Li & Dror Y. Kenett & Kazuko Yamasaki & H. Eugene Stanley & Shlomo Havlin - 5343306 Systemic risk management in financial networks with credit default swaps
by Matt V. Leduc & Sebastian Poledna & Stefan Thurner - 5343316 Networks of log returns and volatilities of international stock market indexes
by Leonidas Sandoval Junior - 5375601 Identifying complex core–periphery structures in the interbank market
by José Gabriel Carreño & Rodrigo Cifuentes - 5384331 Interconnectedness risk and active portfolio management: the information-theoretic perspective
by Eduard Baitinger & Jochen Papenbrock - 5386426 Evaluating the role of risk networks in risk identification, classification and emergence
by Christos Ellinas & Neil Allan & Caroline Coombe - 5488076 Identifying patterns in the bank–sector credit network of Spain
by Duc Thi Luu & Thomas Lux - 5515601 News-sentiment networks as a company risk indicator
by Thomas Forss & Peter Sarlin - 5515641 Debt, information asymmetry and bankers on board
by João Amaro de Matos & João Mergulhão - 5720516 Relation between regional uncertainty spillovers in the global banking system
by Sachapon Tungsong & Fabio Caccioli & Tomaso Aste - 5720566 The quest for living beta: investigating the implications of shareholder networks
by Matthew Oldham - 5720576 A stock-flow consistent macroeconomic model with heterogeneous agents: the master equation approach
by Matheus Grasselli & Patrick Li - 5845046 Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
by Sadamori Kojaku & Giulio Cimini & Guido Caldarelli & Naoki Masuda - 5845731 Computational analysis of structural properties of economic and financial networks
by Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer - 5883201 Networks of common asset holdings: aggregation and measures of vulnerability
by Anton Braverman & Andreea Minca - 6118696 Harmonic distances, centralities and systemic stability in heterogeneous interbank networks
by Gábor Fukker - 6202426 Financial statement networks: an application of network theory in audit
by Marcel Boersma & Sumit Sourabh & Lucas Hoogduin & Drona Kandhai - 6202581 What do central counterparty default funds really cover? A network-based stress test answer
by Giulia Poce & Giulio Cimini & Andrea Gabrielli & Andrea Zaccaria & Giuditta Baldacci & Marco Polito & Mariangela Rizzo & Silvia Sabatini - 6795491 Default cascades and systemic risk on different interbank network topologies
by Nicolas K. Scholtes - 6812991 Credit rating analysis based on the network of trading information
by Ximei Wang & Boualem Djehiche & Xiaoming Hu - 6894531 The liquidity of credit default index swap networks
by Richard Haynes & Lihong McPhail - 7411161 Scoring models for roboadvisory platforms: a network approach
by Paolo Giudici & Gloria Polinesi - 7411196 Mapping bank securities across euro area sectors: comparing funding and exposure networks
by Anne-Caroline Huser & Christoffer Kok - 7411231 Interdependencies in the euro area derivatives clearing network: a multilayer network approach
by Simonetta Rosati & Francesco Vacirca - 7531856 Estimating the contagion effect through the portfolio channel using a network approach
by Alessandro Schiavone - 7658991 The econophysics of asset prices, returns and multiple expectations
by Victor Olkhov - 7670141 Network sensitivity of systemic risk
by Amanah Ramadiah & Domenico Di Gangi & D. Ruggiero Lo Sardo & Valentina Macchiati & Tuan Pham Minh & Francesco Pinotti & Mateusz Wilinski & Paolo Barucca & Giulio Cimini - 7725481 Structural systemic risk: evolution and main drivers
by Nuno Azevedo & Vitor Oliveira - 7727736 In search of lost edges: a case study on reconstructing financial networks
by Michael Lebacher & Samantha Cook & Nadja Klein & Göran Kauermann - 7731311 Universalities in the dynamics of cryptocurrencies: stability, scaling and size
by Andrey Pogudin & Anindya S. Chakrabati & Tiziana Di Matteo - 7816476 A numerical simulation approach to study systemic risk in banking systems
by Arturo Cifuentes & Francisco Hawas & Esteban Chavarria - 7880541 Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
by Arnab Chakrabarti & Anindya S. Chakrabarti - 7880561 A block-structured model for banking networks across multiple countries
by Janina Engel & Matthias Scherer & Andrea Pagano - 7945496 Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
by Beenish Bashir & Faheem Aslam - 7946931 Large vector autoregressive exogenous factor (VARX) model with network regularization
by Weilong Guo & Andreea Minca