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on careful specifications of the (co)integration characteristics of tourism prices. The results confirm that the … transmission of tourism prices in the Eurozone positively impacts Slovenian tourism prices when the spatial consolidated …
Persistent link: https://www.econbiz.de/10012794910
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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 …
Persistent link: https://www.econbiz.de/10012135903
We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …, since it supports the identification of counterparty risk, concentration risk and funding risk within the interbank network … and the wider macro-financial network. …
Persistent link: https://www.econbiz.de/10011997550
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Analyzing the topological properties of the network of shareholding relationships among the Euro Area banks we evaluate … distribution of the European banking network displays power laws in both the binary and the weighted case. We also find that the …
Persistent link: https://www.econbiz.de/10011774283
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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 …
Persistent link: https://www.econbiz.de/10012844618