YC Gao, R Tan, CJ Fu, SM Cai - Physica A: Statistical Mechanics and its …, 2023 - Elsevier
According to the efficient-market hypothesis, asset prices can reflect all available information in an efficient stock market. This paper focuses on the transmission of information flow …
C Xu, J Ke, X Zhao, X Zhao - Sustainability, 2020 - mdpi.com
In the context of the frequent occurrence of extreme events, measuring the tail dependence of financial time series is essential for maintaining the sustainable development of financial …
O Jurakovaite, A Gaigaliene - Applied Network Science, 2024 - Springer
Some aspects of re-globalization were already fragmentary analyzed empirically in globalization and regionalization related research after the global financial crisis. These …
We analyze the network of cross-border bank lending connections among countries from 1977 to 2018. The network includes core countries that lend money and peripheral countries …
M Stolbov, D Parfenov - Risk Management, 2023 - Springer
We estimate the evolution of credit risk linkages in an international banking network of 46 advanced and emerging market economies between January 2000 and December 2019. In …
G Ciobanu, RF Cretu, M Dinu… - SHS Web of …, 2021 - shs-conferences.org
Research background: How will the world change after the pandemic? What will be the trends of the global economy after the pandemic in the conditions of digital transformations …
A Mohaghegh, M Hamidiyan… - Propósitos y …, 2021 - revistas.usil.edu.pe
The focus of the present study is on the financial markets of Iran. In fact, the purpose of the present study is to examine the critical state of the Iranian stock market and compare it with …
S Shvydun - 2020 IEEE/ACM International Conference on …, 2020 - ieeexplore.ieee.org
Using the consolidated banking statistics (CBS) on foreign claims over the period 2005- 2020, we examine the relationship between national banking systems from the network …
A Mohaghegh, M Hamidian… - Iranian Journal of …, 2021 - ijfifsa.ir
This work aims to analyze the relationship between stocks in the financial market of the Tehran Stock Exchange embedded in their transfer entropy. In this regard, the behavior of …