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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.…

Statistical Finance · Quantitative Finance 2021-04-22 Matthias Raddant , Dror Y. Kenett

In this paper we consider a multivariate model-based approach to measure the dynamic evolution of tail risk interdependence among US banks, financial services and insurance sectors. To deeply investigate the risk contribution of insurers we…

Risk Management · Quantitative Finance 2014-04-17 M. Bernardi , L. Petrella

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

General Economics · Economics 2022-02-18 Dimitrios Tsiotas

Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence…

Statistical Finance · Quantitative Finance 2013-06-05 B. Goswami , G. Ambika , N. Marwan , J. Kurths

Commodity futures constitute an attractive asset class for portfolio managers. Propelled by their low correlation with other assets, commodities begin gaining popularity among investors, as they allow to capture diversification benefits.…

Statistical Finance · Quantitative Finance 2023-04-13 M. Belén Arouxet , Aurelio F. Bariviera , Verónica Pastor , Victoria Vampa

We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the…

Statistical Finance · Quantitative Finance 2015-06-04 Sunil Kumar , Nivedita Deo

Based on our "finance-prediction-oriented" methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor lambda=2, and allows a phenomenon of the "super-bubble" we analyze the 2009 world…

Statistical Finance · Quantitative Finance 2009-11-17 Stanislaw Drozdz , Pawel Oswiecimka

We demonstrate the existence of an empirical linkage between the nominal financial networks and the underlying economic fundamentals across countries. We construct the nominal return correlation networks from daily data to encapsulate…

General Finance · Quantitative Finance 2017-01-03 Kiran Sharma , Balagopal Gopalakrishnan , Anindya S. Chakrabarti , Anirban Chakraborti

The paper analyzes the current state of the world economy and offers a short-term forecast of its development. Our analysis of log-periodic oscillations in the DJIA dynamics suggests that in the second half of 2017 the United States and…

Statistical Finance · Quantitative Finance 2016-12-30 Askar Akaev , Andrey Korotayev

An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the…

Statistical Mechanics · Physics 2009-11-10 T. Di Matteo , T. Aste , R. N. Mantegna

In recent years, multi-factor strategies have gained increasing popularity in the financial industry, as they allow investors to have a better understanding of the risk drivers underlying their portfolios. Moreover, such strategies promise…

Statistical Finance · Quantitative Finance 2021-11-12 Gabriele D'Acunto , Paolo Bajardi , Francesco Bonchi , Gianmarco De Francisci Morales

Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Stephan Joseph , Guanrong Chen

It has been shown that the long term evolution of the Gross Product of the World after World War II can be well portrayed by the exponential function with the crossover at the year 1973, cinsiding with the Oil Crisis onset. For the the…

General Finance · Quantitative Finance 2016-01-20 Rzoska Agata Angelika

In this note, we discuss the impact of the COVID-19 outbreak from the perspective of the market-structure. We observe that the US market-structure has dramatically changed during the past four weeks and that the level of change has followed…

Statistical Finance · Quantitative Finance 2020-03-25 Pier Francesco Procacci , Carolyn E. Phelan , Tomaso Aste

The Nasdaq Composite fell another $\approx 10 %$ on Friday the 14'th of April 2000 signaling the end of a remarkable speculative high-tech bubble starting in spring 1997. The closing of the Nasdaq Composite at 3321 corresponds to a total…

Statistical Mechanics · Physics 2009-10-31 Anders Johansen , Didier Sornette

We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coefficients of the stock indices. We calculate the correlations…

Physics and Society · Physics 2016-02-17 Ashadun Nobi , Jae Woo Lee

The stock market's reaction to the external risk shock is closely related to the cross-shareholding network structure. This paper takes the public information of listed companies in the A-share securities market as the primary sample to…

General Economics · Economics 2022-12-06 Yujue Wang

This essay suggests that a proper assessment of the presently unfolding financial crisis, and its cure, requires going back at least to the late 1990s, accounting for the cumulative effect of the ITC, real-estate and financial derivative…

General Finance · Quantitative Finance 2008-12-02 D. Sornette

Traded corporations are required by law to have a majority of outside directors on their board. This requirement allows the existence of directors who sit on the board of two or more corporations at the same time, generating what is…

General Finance · Quantitative Finance 2014-10-27 Serguei Saavedra , Luis J. Gilarranz , Rudolf P. Rohr , Michael Schnabel , Brian Uzzi , Jordi Bascompte

We employed the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U.S. equities sectors with different levels of total market capitalizations through four major U.S.…

Risk Management · Quantitative Finance 2021-01-12 Min Shu , Ruiqiang Song , Wei Zhu
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