The results were obtained by constructing a dynamic financial network using daily financial returns from global markets.</p
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
The co-evolution of international stock markets creates a complex system of dynamic interactions whi...
The dynamics of confidence affect a plethora of financial phenomena including liquidity hoarding. We...
The results were obtained by constructing a dynamic financial network using daily financial returns ...
Backgrounds The study of assortativity allows us to understand the heterogeneity of networks and the...
The study of assortativity allows us to understand the heterogeneity of networks and the implication...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
In this paper, we study data from financial markets, using the normalised Mutual Information Rate. W...
We analyze the network structure of lagged correlations among daily financial news sentiments and re...
Network based methods to study the financial markets have been popular due to their ability to repre...
We examine local and global equity market integration since 1900 using network methods. The analysis...
The co-evolution of international stock markets creates a complex system of dynamic interactions whi...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
The co-evolution of international stock markets creates a complex system of dynamic interactions whi...
The dynamics of confidence affect a plethora of financial phenomena including liquidity hoarding. We...
The results were obtained by constructing a dynamic financial network using daily financial returns ...
Backgrounds The study of assortativity allows us to understand the heterogeneity of networks and the...
The study of assortativity allows us to understand the heterogeneity of networks and the implication...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
In this paper, we study data from financial markets, using the normalised Mutual Information Rate. W...
We analyze the network structure of lagged correlations among daily financial news sentiments and re...
Network based methods to study the financial markets have been popular due to their ability to repre...
We examine local and global equity market integration since 1900 using network methods. The analysis...
The co-evolution of international stock markets creates a complex system of dynamic interactions whi...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
The co-evolution of international stock markets creates a complex system of dynamic interactions whi...
The dynamics of confidence affect a plethora of financial phenomena including liquidity hoarding. We...
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