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Many networks such as the Internet have been found to possess scale-free and small-world network properties reflected by so-called power law distributions. Scale-free properties evolve in large complex networks through self-organizing processes and more specifically, preferential attachment. New...
Persistent link: https://www.econbiz.de/10011337985
The paper addresses the issue of intermodality in European transport policy. Its aim is to derive critical factors for an effective and efficient multimodal freight transport network in Europe. The results of a survey among European transport experts are presented, while a new meta-analytic...
Persistent link: https://www.econbiz.de/10010338463
We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a high-dimensional financial system. Tail risk dependencies and contributions are estimated based on a penalized two-stage fixed-effects quantile approach, which explicitly links...
Persistent link: https://www.econbiz.de/10010411283
We propose a framework for estimating time-varying systemic risk contributions that is applicable to a high-dimensional and interconnected financial system. Tail risk dependencies and systemic risk contributions are estimated using a penalized two-stage fixed-effects quantile approach, which...
Persistent link: https://www.econbiz.de/10011414705
Persistent link: https://www.econbiz.de/10000906504