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Temporal networks in the analysis of financial contagion

Franch, Fabio; Nocciola, Luca; Vouldis, Angelos - 2022

This paper studies the dynamics of contagion across the banking, insurance and shadow banking sectors of 16 advanced economies in the period 2006-2018. We construct Granger causality-in-risk networks and introduce higher-order aggregate networks and temporal node centralities in an economic...

Persistent link: https://www.econbiz.de/10013252985

Temporal networks and financial contagion

Franch, Fabio; Nocciola, Luca; Vouldis, Angelos - In: Journal of financial stability 71 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014533555

Temporal Networks in the Analysis of Financial Contagion

Franch, Fabio; Nocciola, Luca; Vouldis, Angelos - 2022

This paper studies the dynamics of contagion across the banking, insurance and shadow banking sectors of 16 advanced economies in the period 2006-2018. We construct Granger causality-in-risk networks and introduce higher-order aggregate networks and temporal node centralities in an economic...

Persistent link: https://www.econbiz.de/10013406163

Technological leaders, laggards and spillovers : a network GVAR analysis

Drivas, Kyriakos; Economidou, Claire; Konstantakis, … - In: Open economies review 33 (2022) 2, pp. 231-269

Persistent link: https://www.econbiz.de/10013273187

Unpacking the dynamics of military spending in a globalized world : economic impacts with a network GVAR model

Economidou, Claire; Karamanis, Dimitris; Kechrinioti, … - In: Journal of economic studies 51 (2024) 3, pp. 501-527

Persistent link: https://www.econbiz.de/10015047971

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