Chinazzi, Matteo; Fagiolo, Giorgio; Reyes, Javier A.; … - In: Journal of Economic Dynamics and Control 37 (2013) 8, pp. 1692-1713
As the recent crisis has forcefully suggested, understanding financial-market interconnectedness is of a paramount … investigate whether the 2008 financial crisis has resulted in a significant change in the topological properties of the IFN. Our … findings suggest that the crisis caused not only a reduction in the amount of securities traded, but also induced changes in …