metrics. Each country is represented by a network node, while the edges represent the cross-correlations calculated for a … specific macroeconomic variable, for a given time window. To study the intertemporal evolution of the network …

markets across the globe, call for taking a “macro” view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …