Search Results - subject:"Multilayer Networks"

Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets

Zhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014553235

Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis

Bouri, Elie; Foglia, Matteo; Karmakar, Sayar; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014583466

Bayesian SAR model with stochastic volatility and multiple time-varying weights

Costola, Michele; Iacopini, Matteo; Wichers, Casper - 2023

A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts …

Persistent link: https://www.econbiz.de/10014426858

Bayesian SAR model with stochastic volatility and multiple time-varying weights

Costola, Michele; Iacopini, Matteo; Wichers, Casper - 2023

A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts …

Persistent link: https://www.econbiz.de/10014416011

Exchange rate shocks in multicurrency interbank markets

Siklos, Pierre L.; Stefan, Martin - 2021

Persistent link: https://www.econbiz.de/10012586195

COVID-19 spreading in financial networks : a semiparametric matrix regression model

Billio, Monica; Casarin, Roberto; Costola, Michele; … - 2021

Persistent link: https://www.econbiz.de/10012499500

Multi-agent, non-equilibrium, and network models of labour economics and financial contagion

Del Rio-Chanona, Rita Maria - 2021

Persistent link: https://www.econbiz.de/10012939001

Mapping bank securities across euro area sectors: Comparing funding and exposure networks

Hüser, Anne-Caroline; Kok Sørensen, Christoffer - 2019

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers are broken down by key instruments and maturities as well as the secured nature of the transaction. This paper utilizes a unique dataset of banking sector crossholdings of...

Persistent link: https://www.econbiz.de/10012142117

Mapping bank securities across euro area sectors : comparing funding and exposure networks

Hüser, Anne-Caroline; Kok Sørensen, Christoffer - 2019

Persistent link: https://www.econbiz.de/10011997550

Mapping bank securities across euro area sectors : comparing funding and exposure networks

Hüser, Anne-Caroline; Kok Sørensen, Christoffer - 2019

Persistent link: https://www.econbiz.de/10012201037