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Estimation and model-based combination of causality networks
Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, … - In: Network connectivity, systematic and systemic risk, (pp. 52-144). 2018
Persistent link: https://www.econbiz.de/10012305839
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Estimation and model-based combination of causality networks
Bonaccolto, Giovanni; Caporin, Massimiliano; Panzica, … - 2017 - This version: January 31, 2017
obtain a network structure. Subsequent studies combined the estimated networks with traditional pricing or risk measurement …
Persistent link: https://www.econbiz.de/10011598378
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Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco; Morone, Andrea; Potì, Valerio - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
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Networks and markets
Rauch, James E. (ed.); Casella, Alessandra (ed.) - 2001
Persistent link: https://www.econbiz.de/10001557603
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Dynamic peer groups of arbitrage characteristics
Ge, Shuyi; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013205408
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The structure of ethnic networks and exports : evidence from Germany
Behncke, Nadine - 2014
, highlighting the importance of the demand effect for Germany. Allowing for heterogeneous network effects shows that at least some … but from African or middle-eastern countries that do not have a large migrant network in Germany. …
Persistent link: https://www.econbiz.de/10010257304
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Ethnic networks, information, and international trade : revisiting the evidence
Felbermayr, Gabriel; Jung, Benjamin; Toubal, Farid - 2009
Persistent link: https://www.econbiz.de/10013439672
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Geographic networks and spillovers between banks
Shakya, Shasta - In: The journal of corporate finance : contracting, … 77 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013494305
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Ethnic Regional Networks and Immigrants' Earnings : A Spatial Autoregressive Network Approach
Wang, Xingang; Maani, Sholeh A. - 2022
networks. We apply a spatial autoregressive network approach to account for the spill-over effects of migrant ethnic group …-receiving country. By applying the generalized method of moment (GMM) estimation, we address endogeneity of the spatial network variable …
Persistent link: https://www.econbiz.de/10013306362
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Ethnic Regional Networks and Immigrants' Earnings : A Spatial Autoregressive Network Approach
Wang, Xingang; Maani, Sholeh A. - 2022
networks. We apply a spatial autoregressive network approach to account for the spill-over effects of migrant ethnic group …-receiving country. By applying the generalized method of moment (GMM) estimation, we address endogeneity of the spatial network variable …
Persistent link: https://www.econbiz.de/10014085621