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European government bond dynamics and stability policies : taming contagion risks

Schwendner, Peter; Schuele, Martin; Ott, Thomas; … - In: The journal of network theory in finance 1 (2015) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011449416

The relationship structure of global exchange rate based on network analysis

Cao, Hongduo; Guo, Zerui; Li, Ying; Ran, Zhouzhou - In: Journal of mathematical finance 10 (2020) 1, pp. 58-76

Persistent link: https://www.econbiz.de/10012545310

Complexity, interconnectedness and stability : new perspectives applied to the European banking system

Chabot, Miia; Bertrand, Jean-Louis - In: Journal of business research : JBR 129 (2021), pp. 784-800

Persistent link: https://www.econbiz.de/10012509742

Indices de stabilité financière et dynamique des réseaux financiers en Europe

Chabot, Miia - In: Revue économique : revue bimestrielle 72 (2021) 4, pp. 591-631

Persistent link: https://www.econbiz.de/10012668820

Interconnectedness risk and active portfolio management

Baitinger, Eduard; Papenbrock, Jochen - In: The journal of investment strategies 6 (2017) 2, pp. 63-90

Persistent link: https://www.econbiz.de/10011668133

NetMES : a network based marginal expected shortfall measure

Hashem, Shatha Qamhieh; Giudici, Paolo - In: The journal of network theory in finance 2 (2016) 3, pp. 1-36

Persistent link: https://www.econbiz.de/10011668564

Handling risk-on/risk-off dynamics with correlation regimes and correlation networks

Papenbrock, Jochen; Schwendner, Peter - In: Financial markets and portfolio management 29 (2015) 2, pp. 125-147

Persistent link: https://www.econbiz.de/10011350209

Analysis of correlation based networks representing DAX 30 stock price returns

Birch, Jenna; Pantelous, Athanasios A.; Soramäki, Kimmo - In: Computational economics 47 (2016) 4, pp. 501-525

Persistent link: https://www.econbiz.de/10011712453

Hierarchical structure of the European countries based on debts as a percentage of GDP during the 2000–2011 period

Kantar, Ersin; Deviren, Bayram; Keskin, Mustafa - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 95-107

We investigate hierarchical structures of the European countries by using debt as a percentage of Gross Domestic Product (GDP) of the countries as they change over a certain period of time. We obtain the topological properties among the countries based on debt as a percentage of GDP of European...

Persistent link: https://www.econbiz.de/10010931551

Network models to improve robot advisory portfolios

Giudici, Paolo; Polinesi, Gloria; Spelta, Alessandro - In: Risk management decisions and value under uncertainty, (pp. 965-989). 2022

Persistent link: https://www.econbiz.de/10013342079