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Ownership and control in shareholding networks

Rotundo, Giulia; D'Arcangelis, Anna Maria - In: Journal of economic interaction and coordination : JEIC 5 (2010) 2, pp. 191-219

Persistent link: https://www.econbiz.de/10008822684

Co-evolutive models for firms dynamics

Rotundo, Giulia; Scozzari, Andrea - In: Networks, topology and dynamics : theory and …, (pp. 143-158). 2009

Persistent link: https://www.econbiz.de/10003774293

Dynamics of financial time series in an inhomogeneous aggregation framework

Cerqueti, Roy; Rotundo, Giulia - In: Mathematical and statistical methods in insurance and …, (pp. 67-74). 2008

Persistent link: https://www.econbiz.de/10003837119

Contagion in the world's stock exchanges seen as a set of coupled oscillators

Bellenzier, Lucia; Andersen, Jørgen Vitting; Rotundo, … - In: Economic modelling 59 (2016), pp. 224-236

Persistent link: https://www.econbiz.de/10011647818

Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators

Bellenzier, Lucia - 2015

We study how the phenomenon of contagion can take place in the network of the world's stock exchanges when each stock exchange acts as an integrate-and-fire oscillator. The characteristic non-linear price behavior of the integrate-and-fire oscillators is supported by empirical data and has a...

Persistent link: https://www.econbiz.de/10013016989

Long run analysis of crude oil portfolios

Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia - In: Energy economics 79 (2019), pp. 183-205

Persistent link: https://www.econbiz.de/10012172273

Exploring the financial risk of a temperature index : a fractional integrated approach

Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia - 2020

Persistent link: https://www.econbiz.de/10012165561

Herding in mutual funds : a complex network approach

D'Arcangelis, Anna Maria; Rotundo, Giulia - In: Journal of business research : JBR 129 (2021), pp. 679-686

Persistent link: https://www.econbiz.de/10012509724

A complex networks approach to pension funds

D'Arcangelis, Anna Maria; Levantesi, Susanna; Rotundo, … - In: Journal of business research : JBR 129 (2021), pp. 687-702

Persistent link: https://www.econbiz.de/10012509726

The weighted cross-shareholding complex network : a copula approach to concentration and control in financial markets

Cerqueti, Roy; Rotundo, Giulia - In: Journal of economic interaction and coordination 18 (2023) 2, pp. 213-232

Persistent link: https://www.econbiz.de/10014253236

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