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 …

reflects key empirical observations on labor markets. We analyze the impact of network information provided about potential … network information is available. …

Capturing financial network linkages and contagion in stress test models are important goals for banking supervisors … lacking, and instead the networks must be reconstructed from partial data. In this paper, we conduct a horse race of network … reconstruction methods using network data obtained from 25 different markets spanning 13 jurisdictions. Our contribution is two …