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pro vyhledávání: '"Dror, Y."'
Autor:
Raddant, Matthias, Kenett, Dror Y.
Publikováno v:
Journal of International Money and Finance Volume 110, February 2021, 102280
The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events. This paper an
Externí odkaz:
http://arxiv.org/abs/1704.01028
Publikováno v:
International Journal of COPD, Vol Volume 16, Pp 1519-1527 (2021)
Ariel Rokach,1 Abraham Bohadana,1 Ofir Kotek,2 Chen-Chen Shuali,1 Hava Azulai,1 Polina Babai,3 Yossi Freier-Dror,3 Gabriel Izbicki1 1Respiratory Research Unit, Pulmonary Institute, Department of Medicine, Shaare Zedek Medical Center and Faculty of Me
Externí odkaz:
https://doaj.org/article/c1343b8682e446d4aba1e6daf5a5df44
Autor:
Raddant, Matthias, Kenett, Dror Y.
Publikováno v:
In Journal of International Money and Finance February 2021 110
Autor:
van de Donk, W.B.J., Schuyt, K., Vignon, J., Hemerijkck, A.C., Anderson, L., Latour, B., Weingart, P., Dror, Y., Balkenende, J.P.
Political Science
Externí odkaz:
http://library.oapen.org/handle/20.500.12657/33980
Publikováno v:
Frontiers in Physics; 2024, p01-12, 12p
Publikováno v:
In Journal of Banking and Finance September 2020 118
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial crisis has highlighted the necessity of understanding and quantifying in
Externí odkaz:
http://arxiv.org/abs/1408.0443
Complex networks often have a modular structure, where a number of tightly- connected groups of nodes (modules) have relatively few interconnections. Modularity had been shown to have an important effect on the evolution and stability of biological n
Externí odkaz:
http://arxiv.org/abs/1404.4748
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price changes for a
Externí odkaz:
http://arxiv.org/abs/1402.1405
Autor:
Curme, Chester, Tumminello, Michele, Mantegna, Rosario N., Stanley, H. Eugene, Kenett, Dror Y.
According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determ
Externí odkaz:
http://arxiv.org/abs/1401.0462