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markets across the globe, call for taking a “macro” view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …
Persistent link: https://www.econbiz.de/10012844618
text-to-network process, which has its basis in co-occurrences of bank names and can be analysed quantitatively and … illustrating network structures. We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during …
Persistent link: https://www.econbiz.de/10013001190
failure would have the most detrimental contagion effects on the system as a whole. Finally, as the simulation of the network … simulated network structures …
Persistent link: https://www.econbiz.de/10013088487
from observing the actions of peers. When the social belief is strong and the financial network is fragmented, banks follow … endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …
Persistent link: https://www.econbiz.de/10013051175
and temporal node centralities in an economic setting to capture non-Markovian network features. Our approach uncovers the … approach, as opposed to one that uses memoryless measures of network centrality, is able to identify more clearly the nodes …
Persistent link: https://www.econbiz.de/10013406163
industries) in 25 EU countries over the period from 1995 to 2005. By applying a cross-country and industry-specific approach, it …
Persistent link: https://www.econbiz.de/10013138239
cycle and the euro area evolved over time, we find that inflation conditional correlation increased stemming from the EU …
Persistent link: https://www.econbiz.de/10013081633
from the EU. Our sector-level analysis "looks-through" holdings of investment fund shares to gauge euro area sectors' full …
Persistent link: https://www.econbiz.de/10014239454
Is inflation persistence in the new EU Member States (NMS) comparable to that in the euro area countries? We argue that …
Persistent link: https://www.econbiz.de/10012767014
In this paper, we highlight the role of global value chains in the synchronization of economic activity between countries in Central and Eastern Europe (CEE) and the euro area. We start off by demonstrating that the degree of synchronization of the business cycles of CEE countries and their main...
Persistent link: https://www.econbiz.de/10013315647