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Quantifying and understanding the economics of large financial movements

Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - In: Journal of economic dynamics & control 32 (2008) 1, pp. 303-319

Persistent link: https://www.econbiz.de/10003622800

On the size distribution of business firms

Growiec, Jakub; Pammolli, Fabio; Riccaboni, Massimo; … - In: Economics letters 98 (2008) 2, pp. 207-212

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Handbook of high-frequency trading and modeling in finance

Florescu, Ionuţ (ed.); Mariani, Maria C. (ed.); … - 2016

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Dynamical macroprudential stress testing using network theory

Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181

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Community analysis of global financial markets

Vodenska, Irena; Becker, Alexander P.; Zhou, Di; … - In: Risks : open access journal 4 (2016) 2, pp. 1-15

We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as...

Persistent link: https://www.econbiz.de/10011507433