SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns
16 references·1 citing·40 second hop
Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns (2015)Analysis of Correlation Based Networks Re…Correlation, hierarchies, and networks in financial markets (2010)Correlation, hierarchies, and…A network perspective of the stock market (2010)A network perspective of the …A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Financial Networks: Contagion, Commitment, and Private Sector Bailouts (2005)Financial Networks: Contagion…Correlation networks among currencies (2005)Correlation networks among cu…A tool for filtering information in complex systems (2005)A tool for filtering informat…Networks of equities in financial markets (2004)Networks of equities in finan…Asset Trees and Asset Graphs in Financial Markets (2003)Asset Trees and Asset Graphs …Dynamic asset trees and portfolio analysis (2002)Dynamic asset trees and portf…Taxonomy of stock market indices (2000)Taxonomy of stock market indi…Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Sulfur Dioxide Control by Ele…Financial Contagion (2000)Financial ContagionNoise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…The role of embeddedness in the evolution of business networks (1998)The role of embeddedness in t…Financial Contagion Journal of Political Economy (1998)Financial Contagion Journal o…Measuring systemic risk and contagion in the European financial network (2021)Measuring systemic risk and c…Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Simulation methods to assess the danger of contagion in interbank markets (2010)Bank competition and financial stability in Asia Pacific (2013)Rethinking the financial network (2013)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Extreme Correlation of International Equity Markets (2001)A Network Approach to Portfolio Selection (2014)Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Quantifying cross-correlations using local and global detrending approaches (2009)Multifractal analysis of financial markets: a review (2019)Standardization, Compatibility, and Innovation (1985)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)A network analysis of global banking: 1978–2010 (2013)MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)Portfolio Selection: Efficient Diversification of Investments. (1962)Modern Portfolio Theory and Investment Analysis. (1982)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Complex network-based time series analysis (2007)Correlation of financial markets in times of crisis (2011)The Econometrics of Financial Markets (2012)Interbank Exposures: Quantifying the Risk of Contagion (2003)The Network of Global Corporate Control (2011)The effect of the interbank network structure on contagion and common shocks (2013)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Random matrix approach to cross correlations in financial data (2002)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Contagion as a Wealth Effect (2001)A Rational Expectations Model of Financial Contagion (2002)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)
this work references cited by second hop

References

  • 2000Financial Contagion3,393 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2004Networks of equities in financial markets403 cited
  • 2010A network perspective of the stock market397 cited
  • 2005Financial Networks: Contagion, Commitment, and Private Sector Bailouts390 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 1998The role of embeddedness in the evolution of business networks358 cited
  • 2005Correlation networks among currencies199 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited
  • 2003Asset Trees and Asset Graphs in Financial Markets185 cited
  • 2000Taxonomy of stock market indices

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

167 cited

Cited by

  • 2021Measuring systemic risk and contagion in the European financial network25 cited