Počet záznamov: 1
Connectedness of financial institutions in Europe
Názov Connectedness of financial institutions in Europe : a network approach across quantiles Autor Deev Oleg Spoluautori Lyócsa Štefan 1982- SAVEKON - Ekonomický ústav SAV SCOPUS RID ORCID Zdroj.dok. Physica A - Statistical Mechanics and its Applications. Vol. 550 (2020), art. no. 124035 Jazyk dok. eng - angličtina Krajina NL - Holandsko Druh dok. rozpis článkov z periodík (rbx) Ohlasy ZHANG, Yizhuo - CHEN, Rui - MA, Ding. A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. In SUSTAINABILITY, 2020, vol. 12, no. 11, art. no. 4605. JAREÑO, Francisco - GONZÁLEZ, María de la O. - ESCOLÁSTICO, Alba M. Extension of the Fama and French model: A study of the largest European financial institutions. In International Economics. ISSN 21107017, 2020-12-01, 164, pp. 115-139. Dostupné na: https://doi.org/10.1016/j.inteco.2020.09.001. SHAHZAD, Syed Jawad Hussain - BOURI, Elie - KRISTOUFEK, Ladislav - SAEED, Tareq. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. In FINANCIAL INNOVATION, 2021, vol. 7, no. 1, pp. Dostupné na: https://doi.org/10.1186/s40854-021-00228-2. TORRI, Gabriele - GIACOMETTI, Rosella - TICHY, Tomas. Network tail risk estimation in the European banking system. In JOURNAL OF ECONOMIC DYNAMICS & CONTROL. ISSN 0165-1889, 2021, vol. 127, no., pp. Dostupné na: https://doi.org/10.1016/j.jedc.2021.104125. NIU, Xiaojian - NIU, Xiaoli - WU, Kexing. Implicit government guarantees and the externality of portfolio diversification: A complex network approach. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2021, vol. 572, no., pp. Dostupné na: https://doi.org/10.1016/j.physa.2021.125908. LI, Yongli - LIU, Chao - WANG, Tianchen - SUN, Baiqing. Dynamic patterns of daily lead-lag networks in stock markets. In QUANTITATIVE FINANCE. ISSN 1469-7688, 2021, vol., no., pp. Dostupné na: https://doi.org/10.1080/14697688.2021.1916067. PANG, Raymond Ka-Kay - GRANADOS, Oscar M. - CHHAJER, Harsh - LEGARA, Erika Fille T. An analysis of network filtering methods to sovereign bond yields during COVID-19. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2021, vol. 574, no., pp. Dostupné na: https://doi.org/10.1016/j.physa.2021.125995. HUANG, Jionghao - LI, Ziruo - XIA, Xiaohua. Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis. In INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. ISSN 1059-0560, 2021, vol. 76, no., pp. 1-39. Dostupné na: https://doi.org/10.1016/j.iref.2021.04.034. QIAN, Biyu - WANG, Gang-Jin - FENG, Yusen - XIE, Chi. Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. In NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, vol. 60, no., pp. ISSN 1062-9408. Dostupné na: https://doi.org/10.1016/j.najef.2022.101645. TAN, Keqi - CHEN, Yu - LIAO, Yujie. Network Analysis of SIFIs Based on Tail Systemic Linkage. In FRONTIERS IN PHYSICS, 2022, vol. 10, no., pp. ISSN 2296-424X. Dostupné na: https://doi.org/10.3389/fphy.2022.897721. LI, Yongli - WANG, Tianchen - SUN, Baiqing - LIU, Chao. Detecting the lead-lag effect in stock markets: definition, patterns, and investment strategies. In FINANCIAL INNOVATION, 2022, vol. 8, no. 1, pp. Dostupné na: https://doi.org/10.1186/s40854-022-00356-3. ZHANG, Yi - ZHOU, Long - CHEN, Yajiao - LIU, Fang. The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. In NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, vol. 61, no., pp. ISSN 1062-9408. Dostupné na: https://doi.org/10.1016/j.najef.2022.101688. YAO, Dongmin - SUN, Rong - GAO, Qiunan. The network structure of the China bond market: Characteristics and explanations from trading factors. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2022, vol. 598, no., pp. ISSN 0378-4371. Dostupné na: https://doi.org/10.1016/j.physa.2022.127347. PAN, An - XIAO, Ting - DAI, Ling. The structural change and influencing factors of carbon transfer network in global value chains. In JOURNAL OF ENVIRONMENTAL MANAGEMENT, 2022, vol. 318, no., pp. ISSN 0301-4797. Dostupné na: https://doi.org/10.1016/j.jenvman.2022.115558. CARDOSO, Gerson N. - SILVA, Geraldo E. Electoral influences on the Brazilian B3 data correlation network. In INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2022, vol., no., pp. ISSN 1076-9307. Dostupné na: https://doi.org/10.1002/ijfe.2685. Kategória ADCA - Vedecké práce v zahraničných karentovaných časopisoch impaktovaných Kategória (od 2022) V3 - Vedecký výstup publikačnej činnosti z časopisu Typ výstupu článok Rok vykazovania 2020 Registrované v WOS Registrované v SCOPUS Registrované v CCC DOI 10.1016/j.physa.2019.124035 
článok
Názov súboru Prístup Veľkosť Stiahnuté Typ Licence Connectedness of financial institutions in Europe.pdf Prístupný 2.1 MB 1 Vydavateľská verzia rok CC IF IF Q (best) JCR Av Jour IF Perc SJR SJR Q (best) CiteScore A rok vydania rok metriky IF IF Q (best) SJR SJR Q (best) 2020 2019 2.924 Q2 0.712 Q2
Počet záznamov: 1