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The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where crossborder financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes...
Persistent link: https://www.econbiz.de/10010533734
The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where crossborder financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes...
Persistent link: https://www.econbiz.de/10010553338
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small...
Persistent link: https://www.econbiz.de/10010761902
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small...
Persistent link: https://www.econbiz.de/10010553339
We use financial accounts data at sector level to construct financial networks for individual euro area countries. We then connect the country-level networks to one large “Macro Network”, using information on cross-border linkages between the national banking sectors. We then evaluate the...
Persistent link: https://www.econbiz.de/10010686777
This article analyzes the transmission of financial systemic stress from the euro area to the Czech Republic. We employ a recently developed composite indicator of systemic stress (CISS), which has a unique construction reflecting the correlations between markets and so captures the systemic...
Persistent link: https://www.econbiz.de/10010665466
This paper develops a financial network, designated the “Macro-Network”, that depicts the connections between the main financial and non-financial sectors of the economy in the various financial instruments of the euro area. The Macro-Network comprises of linkages across financial and...
Persistent link: https://www.econbiz.de/10011065655
Persistent link: https://www.econbiz.de/10005376120
Clustering is applied in wireless sensor networks for increasing energy efficiency. Clustering methods in wireless sensor networks are different from those in traditional data mining systems. This paper proposes a novel clustering algorithm based on Minimal Spanning Tree (MST) and Maximum Energy...
Persistent link: https://www.econbiz.de/10004971662
Con base en las métricas propias utilizadas para el análisis de redes complejas e información transaccional, este trabajo permite realizar una caracterización del mercado spot peso/dólar y forward peso/dólar colombiano. En particular, es posible establecer que estos pueden ser catalogados...
Persistent link: https://www.econbiz.de/10011184314