interdependence from joint extreme movements based on bivariate extreme value theory and classification analysis. Furthermore, we … propose a new ranking strategy regarding the influence of institutions based on the network effects and quantile regression …

identifying network effects on economic outcomes is first discussed, followed by solutions to this problem that have been put …

This paper identifies new currency risk stemming from a network of idiosyncratic option-based currency volatilities and … shows how such network risk is priced in the cross-section of currency returns. A portfolio that buys net-receivers and … network strategy formed on causal connections is uncorrelated with popular benchmarks and generates a significant alpha, while …

challenges for macroeconomic policy / Stephen G. Cecchetti -- 5. Competition policy in network industries : an introduction … -- 7. Network meltdown : the legacy of bad economics / Stan Liebowitz -- 8. Should we teach an old economy dog New Economy …