In this paper, we present a formal framework of possible network formations among immigrants. After arriving in the new …

In this study a financial market is conceived as a network where the securities are nodes and the links account for … market network and their optimal weights under the Markowitz framework. Therefore, optimal portfolios overweight low …, we explore by means of in-sample and out-of-sample analysis the extent to which the structure of the stock market network …

financial econometrics. We propose a Tail Event driven Network Quantile Regression (TENQR) model which addresses these three …) autoregression involving network effects quantified through an adjacency matrix. To reflect the nature and risk content of systemic … thus provides measures for the required level of additional loss absorbency. It is discovered that the network effect, as a …

knowledge production, where collaboration between researchers is represented by a bipartite network. The equilibrium of the game … analyzing the coauthorship network of economists registered in the RePEc Author Service …