Showing 1 - 10 of 452
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount importance to explain systemic risk, stability and economic dynamics. In this paper, we address these issues along two related perspectives. First, we explore the statistical...
Persistent link: https://www.econbiz.de/10010328371
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount importance to explain systemic risk, stability and economic dynamics. In this paper, we address these issues along two related perspectives. First, we explore the statistical...
Persistent link: https://www.econbiz.de/10009493816
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount importance to explain systemic risk, stability and economic dynamics. In this paper, we address these issues along two related perspectives. First, we explore the statistical...
Persistent link: https://www.econbiz.de/10009493834
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount importance to explain systemic risk, stability and economic dynamics. In this paper, we address these issues along two related perspectives. First, we explore the statistical...
Persistent link: https://www.econbiz.de/10013111596
Persistent link: https://www.econbiz.de/10009775061
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount importance to explain systemic risk, stability and economic dynamics. In this paper, we address these issues along two related perspectives. First, we explore the statistical...
Persistent link: https://www.econbiz.de/10009519771
This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering, and centrality have...
Persistent link: https://www.econbiz.de/10014182035
This paper studies how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality in the international-trade network have co-evolved over time. We show that all node statistic distributions and their correlation structure have...
Persistent link: https://www.econbiz.de/10013124934
The authors analyse patterns of international trade and financial integration using complex network analysis. The combination of both binary and weighted approaches delivers more precise and thorough insights into the topological structure and properties of international trade and financial...
Persistent link: https://www.econbiz.de/10013124994
This paper studies the topological properties of the World Trade Web (WTW) and its evolution over time by employing a weighted network analysis. We show that the WTW, viewed as a weighted network, displays statistical features that are very different from those obtained by using a traditional...
Persistent link: https://www.econbiz.de/10013068013