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Bonacich Measures as Equilibria in Network Models

Salonen, Hannu - 2015

We investigate the cases when the Bonacich measures of strongly connected directed bipartite networks can be … utilitity functions, where the matrices representing the network have dimension m × n. For connected directed bipartite networks … Bonacich measures of such networks can be interpreted as a subgame perfect equilibrium path of an extensive form game with …

Persistent link: https://www.econbiz.de/10012503054

Bonacich Network Measures as Minimum Norm Solutions

Hannu, Salonen - 2016

An undirected connected bimodal network has two Bonacich measures quantifying the centrality of the nodes. We show that the product of Bonacich measures of an undirected bimodal network may be viewed as a product measure that is nearest (w.r.t. Euclidean norm) to the matrix representing the...

Persistent link: https://www.econbiz.de/10012503059

The Finnish corporate network – empirical findings from the board room network

Matti, Pihlava - 2016

This paper studies Finnish firms and especially it's boardroom network and the effects that it has on financial actions. Compared with earlier studies, this study also takes into consideration both firms that are not connected and uses them as a natural comparison, as well as principal component...

Persistent link: https://www.econbiz.de/10012503064

Recursive Clustering Methods for Network Analysis

Kitti, Mitri; Pihlava, Matti; Salonen, Hannu - 2018

We study axiomatically recursive clustering methods for networks. Such methods can be used to identify community …

Persistent link: https://www.econbiz.de/10012503071

The role of interbank relationships and liquidity needs

Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet its liquidity demand. We use quarterly...

Persistent link: https://www.econbiz.de/10010238510

Filling in the blanks : network structure and interbank contagion

Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014

realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

Persistent link: https://www.econbiz.de/10010249740

Credit risk interconnectedness : what does the market really know?

Abbassi, Puriya; Brownlees, Christian; Hans, Christina; … - 2016

We analyze the relation between market-based credit risk interconnectedness among banks during the crisis and the associated balance sheet linkages via funding and securities holdings. For identification, we use a proprietary dataset that has the funding positions of banks at the bank-to-bank...

Persistent link: https://www.econbiz.de/10011456511

Connectedness between G10 currencies : searching for the causal structure

Bettendorf, Timo; Heinlein, Reinhold - 2019

This paper presents a new approach for modelling the connectedness between asset returns. We adapt the measure of Diebold and Yılmaz (2014), which is based on the forecast error variance decomposition of a VAR model. However, their connectedness measure hinges on critical assumptions with...

Persistent link: https://www.econbiz.de/10011968850

Geography, ties and knowledge flows : evidence from citations in mathematics

Head, Keith; Li, Yao; Minondo, Asier - 2018

Persistent link: https://www.econbiz.de/10011883861

Gender, careers and peers' gender mix

Tafti, Elena Ashtari; Distefano, Mimosa; Surovtseva, Tetyana - 2024

Persistent link: https://www.econbiz.de/10014550893