Showing 1 - 10 of 53
We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as...
Persistent link: https://www.econbiz.de/10011709554
determine the similarity and dissimilarity level between them. Moreover, the article purposes to examine the comment letters of …
Persistent link: https://www.econbiz.de/10015195937
each factor to that index. The results show that dissimilarity has a marked influence in Madagascar and to some extent … taking dissimilarity of unchangeable background into account. …
Persistent link: https://www.econbiz.de/10013199970
Which types of networks favor the diffusion of innovations in the sense that an innovation whose intrinsic benefits are greater than those of an established choice will be able to replace the latter when it is initially used only by a small fraction of a large population? For deterministic and...
Persistent link: https://www.econbiz.de/10010272418
We study the community structure of the multi-network of commodity-specific trade relations among world countries over the 1992-2003 period. We compare structures across commodities and time by means of the normalized mutual information index (NMI). We also compare them with exogenous community...
Persistent link: https://www.econbiz.de/10010328450
Purpose: In order to investigate community structure of the component stocks of SSE (Shanghai Stock Exchange) 180-index, a stock correlation network is built to find the intracommunity and inter-community relationship. Design/methodology/approach: The stock correlation network is built taking...
Persistent link: https://www.econbiz.de/10011939205
We study axiomatically recursive clustering methods for networks. Such methods can be used to identify community structures of a network. One of the methods is based on identifying a node subset that maximizes the average degree within this subset. Once such a subset is found, the method is...
Persistent link: https://www.econbiz.de/10012503071
The average voting procedure reflects the weighted average of expressed opinions in [0,1]. Participants typically behave strategically. We evaluate the discrepancy between the average taste and the average vote. If the population is sufficiently large, it is possible to construct approximations...
Persistent link: https://www.econbiz.de/10010317062
We use twin data matched to register-based individual information on earnings and employment to examine the effect of height on life-time labor market outcomes. The use of twin data allows us to remove otherwise unobserved ability and other differences. The twin pair difference estimates from...
Persistent link: https://www.econbiz.de/10010319412
We provide new evidence on the extent to which the demand for cigarettes is derived from the demand for weight control … (i.e. weight loss or avoidance of weight gain). We utilize nationally representative data that provide the most direct … evidence to date on this question: individuals are directly asked whether they smoke to control their weight. We find that …
Persistent link: https://www.econbiz.de/10010293239