This paper computes data-driven correlation networks based on the stock returns of international banks and conducts a comprehensive analysis of their topological properties. We first apply spatial-dependence methods to filter the effects of strong common factors and a thresholding procedure to...

This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoretical, empirical and policy papers, the authors bring together a wide range of perspectives to facilitate a dialogue between academics and...

This paper empirically explores the propagation mechanisms through which exogenous shocks are diffused and amplified throughout the input-output network structure of regional economies in the European Union. To do so, it develops weighted and directed input-output network models across the...