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Journal of Network Theory in Finance
From Journal of Network Theory in Finance
Bibliographic data for series maintained by Thomas Paine (). Access Statistics for this journal.
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Undated
- Large vector autoregressive exogenous factor (VARX) model with network regularization
- Weilong Guo and Andreea Minca
- Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
- Beenish Bashir and Faheem Aslam
- A block-structured model for banking networks across multiple countries
- Janina Engel, Matthias Scherer and Andrea Pagano
- Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
- Arnab Chakrabarti and Anindya S. Chakrabarti
- A numerical simulation approach to study systemic risk in banking systems
- Arturo Cifuentes, Francisco Hawas and Esteban Chavarria
- Universalities in the dynamics of cryptocurrencies: stability, scaling and size
- Andrey Pogudin, Anindya S. Chakrabati and Tiziana Di Matteo
- In search of lost edges: a case study on reconstructing financial networks
- Michael Lebacher, Samantha Cook, Nadja Klein and Göran Kauermann
- Structural systemic risk: evolution and main drivers
- Nuno Azevedo and Vitor Oliveira
- Network sensitivity of systemic risk
- Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Tuan Pham Minh, Francesco Pinotti, Mateusz Wilinski, Paolo Barucca and Giulio Cimini
- The econophysics of asset prices, returns and multiple expectations
- Victor Olkhov
- Estimating the contagion effect through the portfolio channel using a network approach
- Alessandro Schiavone
- Interdependencies in the euro area derivatives clearing network: a multilayer network approach
- Simonetta Rosati and Francesco Vacirca
- Mapping bank securities across euro area sectors: comparing funding and exposure networks
- Anne-Caroline Huser and Christoffer Kok
- Scoring models for roboadvisory platforms: a network approach
- Paolo Giudici and Gloria Polinesi
- The liquidity of credit default index swap networks
- Richard Haynes and Lihong McPhail
- Credit rating analysis based on the network of trading information
- Ximei Wang, Boualem Djehiche and Xiaoming Hu
- Default cascades and systemic risk on different interbank network topologies
- Nicolas K. Scholtes
- What do central counterparty default funds really cover? A network-based stress test answer
- Giulia Poce, Giulio Cimini, Andrea Gabrielli, Andrea Zaccaria, Giuditta Baldacci, Marco Polito, Mariangela Rizzo and Silvia Sabatini
- Financial statement networks: an application of network theory in audit
- Marcel Boersma, Sumit Sourabh, Lucas Hoogduin and Drona Kandhai
- Harmonic distances, centralities and systemic stability in heterogeneous interbank networks
- Gábor Fukker
- Networks of common asset holdings: aggregation and measures of vulnerability
- Anton Braverman and Andreea Minca
- Computational analysis of structural properties of economic and financial networks
- Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen, Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer and Matthias Dehmer
- Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
- Sadamori Kojaku, Giulio Cimini, Guido Caldarelli and Naoki Masuda
- A stock-flow consistent macroeconomic model with heterogeneous agents: the master equation approach
- Matheus Grasselli and Patrick Li
- The quest for living beta: investigating the implications of shareholder networks
- Matthew Oldham
- Relation between regional uncertainty spillovers in the global banking system
- Sachapon Tungsong, Fabio Caccioli and Tomaso Aste
- Debt, information asymmetry and bankers on board
- João Amaro de Matos and João Mergulhão
- News-sentiment networks as a company risk indicator
- Thomas Forss and Peter Sarlin
- Identifying patterns in the bank–sector credit network of Spain
- Duc Thi Luu and Thomas Lux
- Evaluating the role of risk networks in risk identification, classification and emergence
- Christos Ellinas, Neil Allan and Caroline Coombe
- Interconnectedness risk and active portfolio management: the information-theoretic perspective
- Eduard Baitinger and Jochen Papenbrock
- Identifying complex core–periphery structures in the interbank market
- José Gabriel Carreño and Rodrigo Cifuentes
- Networks of log returns and volatilities of international stock market indexes
- Leonidas Sandoval Junior
- Systemic risk management in financial networks with credit default swaps
- Matt V. Leduc, Sebastian Poledna and Stefan Thurner
- Ranking the economic importance of countries and industries
- Wei Li, Dror Y. Kenett, Kazuko Yamasaki, H. Eugene Stanley and Shlomo Havlin
- Networks and lending conditions: empirical evidence from the Swiss franc money markets
- Silvio Schumacher
- Causality networks of financial assets
- Stavros K. Stavroglou, Athanasios A. Pantelous, Kimmo Soramäki and Konstantin Zuev
- Visibility graph combined with information theory: an estimator of stock market efficiency
- Bruna Amin Gonçalves and A. P. F. Atman
- Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
- SÃlvio M. Duarte Queirós and Michelle B. Graczyk
- How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
- Matteo Serri, Guido Caldarelli and Giulio Cimini
- Reputation risk contagion
- Peter Mitic
- Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning
- R.V. Barroso, J. I. A. V. Lima, A. H. Lucchetti and D. O. Cajueiro
- Financial networks and bank liquidity
- Thiago Silva, Marcos Soares da Silva and Benjamin Miranda Tabak
- NetMES: a network based marginal expected shortfall measure
- Shatha Qamhieh Hashem and Paolo Giudici
- A multilayer model of order book dynamics
- Alessio Emanuele Biondo, Alessandro Pluchino and Andrea Rapisarda
- Directors’ networks and firm valuation in a concentrated ownership structure economy
- Ronen Barak and Oren Kapah
- The econometrics of Bayesian graphical models: a review with financial application
- Daniel Felix Ahelegbey
- Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
- Rodney Garratt, Lewis Webber and Matthew Willison
- Dynamic visualization of large financial networks
- Ronald Heijmans, Richard Heuver, Clement Levallois and Iman van Lelyveld
- A network-based method for visual identification of systemic risks
- Samantha Cook, Kimmo Soramäki and Alan Laubsch
- Credit risk spillover between financials and sovereigns in the euro area, 2007–15
- Olivier Vergote
- Close communications: hedge funds, brokers and the emergence of a consensus trade
- Jan Simon, Yuval Millo, Neil Kellard and Ofer Engel
- Network centrality, failure prediction and systemic risk
- Abalfazl Zareei
- Systemic risk and the sovereign-bank default nexus: a network vector autoregression approach
- BoÅ™ek VaÅ¡ÃÄ Ek and Peter Claeys
- European government bond dynamics and stability policies: taming contagion risks
- Peter Schwendner, Martin Schuele, Thomas Ott and Martin Hillebrand
- Network-based measures as leading indicators of market instability: the case of the Spanish stock market
- Gustavo Peralta
- Too interconnected to fail: a survey of the interbank networks literature
- Anne-Caroline Hüser
- Group lending to a borrower network: a partial joint liability model
- Usha Sridhar and Sridhar Mandyam
- Transmission of shocks in the integrated accounting framework
- Olli Castrén and Ilja Kristian Kavonius
- The global network of payment flows
- Samantha Cook and Kimmo Soramäki
- Granger-causal nonlinear financial networks
- Paweł Fiedor
- A multiplex network analysis of the Mexican banking system: link persistence, overlap and waiting times
- José-Luis Molina-Borboa, Serafin Martinez-Jaramillo, Marco van der Leij and Fabrizio López-Gallo
- Risk diversification: a study of persistence with a filtered correlation-network approach
- Nicoló Musmeci, Tomaso Aste and Tiziana Di Matteo
- Emergence of the EU corporate lending network
- Grzegorz Hałaj, Urszula Kochańska and Christoffer Kok
- Eccentricity in asset management
- Hakan Kaya
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