Showing 1 - 10 of 492
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
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
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
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10012605244
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10013227328
Firms' perceived cost of green capital has decreased since the rise of sustainable investing. Green and brown firms perceived their cost of capital to be the same before 2016, but after the post-2016 surge in sustainable investing, green firms perceived their cost of capital to be on average 1...
Persistent link: https://www.econbiz.de/10015199550
This paper tests whether fluctuations in investors' attention affect stock return comovement with national and global markets, and which stocks are most affected. We measure fluctuations in investor attention using 59 high-profile soccer matches played during stock market trading hours at the...
Persistent link: https://www.econbiz.de/10012422074
This paper tests whether fluctuations in investors' attention affect stock return comovement with national and global markets, and which stocks are most affected. We measure fluctuations in investor attention using 59 high-profile soccer matches played during stock market trading hours at the...
Persistent link: https://www.econbiz.de/10012833580