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The impact of COVID-19 on the dynamic topology and network flow of world stock markets

Memon, Bilal Ahmed; Yao, Hongxing - In: Journal of open innovation : technology, market, and … 7 (2021) 4, pp. 1-18

across the uncertain times that have resulted from the coronavirus outbreak. First, we use the daily closing prices of the …

Persistent link: https://www.econbiz.de/10012696006

COVID-19 spreading in financial networks : a semiparametric matrix regression model

Billio, Monica; Casarin, Roberto; Costola, Michele; … - 2021

Persistent link: https://www.econbiz.de/10012499500

Pandemic crises in financial systems : a simulation-model to complement stresstesting frameworks

Idier, Julien; Piquard, Thibaut - 2017

Persistent link: https://www.econbiz.de/10011647278

Mapping fear in financial markets : insights from dynamic networks and centrality measures

Naeem, Muhammad Abubakr; Senthilkumar, Arunachalam; … - In: Pacific-Basin finance journal 85 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014575302

Should network structure matter in agent-based finance?

Alfarano, Simone (contributor); … - 2007

We derive microscopic foundations for a well-known probabilistic herding model in the agent-based finance literature. Lo and behold, the model is quite robust with respect to behavioral heterogeneity, yet structural heterogeneity, in the sense of an underlying network structure that describes...