Macroeconomic and financial networks: review of some recent developments in parametric and non-parametric approaches
From MaRDI portal
(Redirected from Publication:5022167)
Recommendations
- Financial networks
- From Graph Theory to Models of Economic Networks. A Tutorial
- Multi-layered network structure: relationship between financial and macroeconomic dynamics
- Dominance and dependence in input-output analysis: the nonlinear (network) approach
- The financial system as a nexus of interconnected networks
Cites work
- A theory of input-output architecture
- APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES
- Asset Trees and Asset Graphs in Financial Markets
- Bank Runs, Deposit Insurance, and Liquidity
- Complex market dynamics in the light of random matrix theory
- Contagion in financial networks
- Correlation based networks of equity returns sampled at different time horizons
- Coupled network approach to predictability of financial market returns and news sentiments
- Dynamic asset trees and Black Monday
- ENDOGENOUS JOB CONTACT NETWORKS
- Endogenous Production Networks
- Fear of fire sales, illiquidity seeking, and credit freezes
- Financial and macroeconomic connectedness. A network approach to measurement and monitoring
- Growth Accounting with Intermediate Inputs
- How homophily affects the speed of learning and best-response dynamics
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Informal insurance in social networks
- Introduction to econophysics. Correlations and complexity in finance.
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Market procyclicality and systemic risk
- Multi-layered network structure: relationship between financial and macroeconomic dynamics
- Networks, crowds and markets. Reasoning about a highly connected world.
- Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
- On the adaptive elastic net with a diverging number of parameters
- Persuasion Bias, Social Influence, and Unidimensional Opinions
- Productivity and misallocation in general equilibrium
- Public goods in networks
- Social and economic networks.
- Social learning and incentives for experimentation and communication
- SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
- Study of statistical correlations in intraday and daily financial return time series
- Supply chain disruptions: evidence from the Great East Japan Earthquake
- Systemic risk in financial systems
- Targeting Interventions in Networks
- The Granular Origins of Aggregate Fluctuations
- The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity
- The macroeconomic impact of microeconomic shocks: beyond Hulten's theorem
- The network origins of aggregate fluctuations
- Theory of Financial Risk and Derivative Pricing
- Using gossips to spread information: theory and evidence from two randomized controlled trials
Cited in
(5)- Debt dynamics in Europe: a network general equilibrium GVAR approach
- Economic networks
- A new network perspective in the study of labour markets
- The topology of macro financial flows: an application of stochastic flow diagrams
- Multi-layered network structure: relationship between financial and macroeconomic dynamics
This page was built for publication: Macroeconomic and financial networks: review of some recent developments in parametric and non-parametric approaches
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5022167)