Analysis of the global banking network by random matrix theory

A Namaki, R Raei, J Ardalankia, L Hedayatifar… - Frontiers in …, 2021 - frontiersin.org
Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot
of attention. In this paper, we analyze the global banking network via the method of Random …

Revealing stock market risk from information flow based on transfer entropy: The case of Chinese A-shares

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 …

Multiscale quantile correlation coefficient: measuring tail dependence of financial time series

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 …

Regionalization and continuing globalization scenarios as a result of re-globalization: a matter of ally-familiarity proximity in multiplex financial network

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 …

Driver countries in global banking network

F Atyabi, O Buchel, L Hedayatifar - Entropy, 2020 - mdpi.com
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 …

Credit risk linkages in the international banking network, 2000–2019

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 …

Interdisciplinary approaches to the new paradigm of the global financial and monetary architecture after the Covid 19 pandemic crisis in correlation with the social …

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 …

Investigating the financial crisis of the Iranian stock exchange using transfer entropy method and comparing it with the Dow Jones Financial Market

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 …

Dynamic analysis of the global financial network

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 …

[HTML][HTML] Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market

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 …