Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Alexander P. Becker"'
Publikováno v:
Scientific Reports, Vol 11, Iss 1, Pp 1-12 (2021)
Abstract We propose a dynamic model for systemic risk using a bipartite network of banks and assets in which the weight of links and node attributes vary over time. Using market data and bank asset holdings, we are able to estimate a single parameter
Externí odkaz:
https://doaj.org/article/e34544dd6712478ab8ba1a2efab23343
Autor:
Irena Vodenska, Alexander P. Becker, Di Zhou, Dror Y. Kenett, H. Eugene Stanley, Shlomo Havlin
Publikováno v:
Risks, Vol 4, Iss 2, p 13 (2016)
We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002–2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Sync
Externí odkaz:
https://doaj.org/article/6c972ba5c44c4dbe93e81289bfbde5df
Publikováno v:
SSRN Electronic Journal.
We propose a dynamic model for systemic risk using a bipartite network of banks and assets in which the nodes and links may vary over time. We apply the model to the European sovereign debt crisis and observe that the results closely match real-world
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25b95dbaf94ed85179681b37da11c032
https://doi.org/10.2139/ssrn.3706370
https://doi.org/10.2139/ssrn.3706370
Autor:
Irena Vodenska, Alexander P. Becker
Publikováno v:
New Economic Windows ISBN: 9783030113636
Financial and economic networks are neither static nor independent of one another, but are rather quite interconnected with a high level of dependence and mutual influence. In light of global economic convergence, countries depend on one another thro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86370548905b63bab09c35e788cda954
https://doi.org/10.1007/978-3-030-11364-3_8
https://doi.org/10.1007/978-3-030-11364-3_8
Autor:
Irena Vodenska, Eliza Olivia Lungu, Yoshi Fujiwara, Hiroshi Iyetomi, Hideaki Aoyama, Alexander P. Becker
Publikováno v:
Journal of Financial Stability. 52:100803
Stability of the banking system and macroprudential regulation are essential for healthy economic growth. In this paper we study the European bank network and its vulnerability to stressing different bank assets. The importance of macroprudential pol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10afbc3ee8952ae65defc846fe3811a4
https://doi.org/10.1016/j.jfs.2020.100803
https://doi.org/10.1016/j.jfs.2020.100803
Publikováno v:
SSRN Electronic Journal.
We propose a new measure named the symbolic performance to better understand the structure of foreign exchange markets. Instead of considering currency pairs, we isolate a quantity that describes each currency's position in the market, independent of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::043de599dbd275a5e9cbb7d9a01c868d
https://doi.org/10.2139/ssrn.3038865
https://doi.org/10.2139/ssrn.3038865
Autor:
Hideaki Aoyama, Alexander P. Becker, Irena Vodenska, Yoshi Fujiwara, Hiroshi Iyetomi, Eliza Olivia Lungu
Publikováno v:
SSRN Electronic Journal.
Stability of the banking system and macro-prudential regulation are essential for healthy economic growth. In this paper we study the European bank network and its vulnerability to stressing differ- ent bank assets. The importance of macro-prudential
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::301507c2b766810280a620eb3ab0a0db
https://doi.org/10.2139/ssrn.3049976
https://doi.org/10.2139/ssrn.3049976
Publikováno v:
2016 Physics Education Research Conference Proceedings.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e52688abf9fd7bdcaf54f75d7de17b2
https://doi.org/10.1119/perc.2016.pr.007
https://doi.org/10.1119/perc.2016.pr.007
Autor:
H. Eugene Stanley, Alexander P. Becker, Shlomo Havlin, Dror Y. Kenett, Di Zhou, Irena Vodenska
Publikováno v:
Risks; Volume 4; Issue 2; Pages: 13
Risks, Vol 4, Iss 2, p 13 (2016)
Risks, Vol 4, Iss 2, p 13 (2016)
We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db807773413d1d21053a0d6fe9bc2892
Publikováno v:
Epidemics, Vol 34, Iss , Pp 100430- (2021)
Disease transmission is notoriously heterogeneous, and SARS-CoV-2 is no exception. A skewed distribution where few individuals or events are responsible for the majority of transmission can result in explosive, superspreading events, which produce ra
Externí odkaz:
https://doaj.org/article/50b1d7c56fe74fee985650100060c9ad