overall network topology, which characterizes migration flows. Although gravity models focus on spatial interaction - in this … network. In the present paper, we will employ network analysis to address such systemic research questions, in particular: How … between specific countries, and if so, do such patterns change over time? Going a step further than exploratory network …

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 …

Farm Accountancy Data Network, across the European Union member-states and over the period 2012-2014. This statistical … information was analyzed through network analysis, exploring edgelists among the several variables considered and the network … European countries inside economic, social, and environmental dimensions, which was highlighted by the network analysis …

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 …