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We study how idiosyncratic firm-level shocks generate aggregate volatility and tail risk when they propagate through a production network under overlapping adjustment: new productivity draws arrive before the economy reaches the static…

Theoretical Economics · Economics 2026-03-06 Antoine Mandel , Vipin P. Veetil

This study decomposes the bilateral trade flows using a three-dimensional panel data model. Under the scenario that all three dimensions diverge to infinity, we propose an estimation approach to identify the number of global shocks and…

Econometrics · Economics 2021-01-19 Yufeng Mao , Bin Peng , Mervyn Silvapulle , Param Silvapulle , Yanrong Yang

We show that hyperscaling and finite-size scaling imply that the probability distribution of the order parameter in finite size critical systems exhibit data collapse. We consider the examples of equilibrium critical systems, and a…

Statistical Mechanics · Physics 2009-10-31 Vivek Aji , Nigel Goldenfeld

The international trade network is a complex system where multiple trade blocs with varying sizes coexist and overlap with each other. However, the resulting structures of community detection in trade networks are often inconsistent and…

Physics and Society · Physics 2022-04-28 Wonguk Cho , Daekyung Lee , Beom Jun Kim

We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is…

General Finance · Quantitative Finance 2015-05-20 Jiankui He , Michael W. Deem

In recent decades, trade between nations has constituted an important component of global Gross Domestic Product (GDP), with official estimates showing that it likely accounted for a quarter of total global production. While evidence of…

General Economics · Economics 2022-11-24 Mayank Kejriwal , Yuesheng Luo

The fluctuation of dynamic variables in complex networks is known to depend on the dimension and the heterogeneity of the substrate networks. Previous studies, however, have reported inconsistent results for the scaling behavior of…

Physics and Society · Physics 2018-04-11 H. -H. Yoo , D. -S. Lee

The behaviour of elastic structures undergoing large deformations is the result of the competition between confining conditions, self-avoidance and elasticity. This combination of multiple phenomena creates a geometrical frustration that…

Soft Condensed Matter · Physics 2015-05-19 Mokhtar Adda-Bedia , Arezki Boudaoud , Laurent Boué , Stephanie Deboeuf

Recent global food trade disruptions have evidenced how local shocks can cascade into global security threats. While the capacity of food systems to absorb spillovers depends heavily on its underlying trade networks, few studies quantify…

Physics and Society · Physics 2026-03-03 Ariadna Fosch , Alberto Aleta , Roger Cremades , Yamir Moreno

This paper investigates the evolving dynamics of international trade, emphasizing the strategic interplay between competition and cooperation within the global trade network. It argues that competitive advantages - rather than traditional…

General Economics · Economics 2025-11-25 Xingwei Hu

International trade fluxes evolve as countries revise their portfolios of trade products towards economic development. Accordingly products' shares in international trade vary with time, reflecting the transfer of capital between distinct…

Trading and Market Microstructure · Quantitative Finance 2018-01-16 Matthieu Barbier , D. -S. Lee

The emergence and evolution of real-world systems have been extensively studied in the last few years. However, equally important phenomena are related to the dynamics of systems' collapse, which has been less explored, especially when they…

Physics and Society · Physics 2019-09-27 Jie Li , Chengyi Xia , Gaoxi Xiao , Yamir Moreno

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial…

Statistical Finance · Quantitative Finance 2013-05-03 Sabrina Camargo , Silvio M. Duarte Queiros , Celia Anteneodo

We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and use their proprietary collateral or re-use the collateral…

Risk Management · Quantitative Finance 2018-02-07 Duc Thi Luu , Mauro Napoletano , Paolo Barucca , Stefano Battiston

We exploit the symmetry concepts developed in the companion review of this article to introduce a stochastic version of link reversal symmetry, which leads to an improved understanding of the reciprocity of directed networks. We apply our…

General Finance · Quantitative Finance 2010-11-04 Franco Ruzzenenti , Diego Garlaschelli , Riccardo Basosi

Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic features rather than treating them as singular events. The…

Statistical Finance · Quantitative Finance 2011-04-14 Kyu-Min Lee , Jae-Suk Yang , Gunn Kim , Jaesung Lee , Kwang-Il Goh , In-mook Kim

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…

Statistical Mechanics · Physics 2011-11-11 Yichao Zhang , Shi Zhou , Zhongzhi Zhang , Jihong Guan , Shuigeng Zhou , Guanrong Chen

The decentralized international market of currency trading is a prototypical complex system having a highly heterogeneous composition. To understand the hierarchical structure relating the price movement of different currencies in the…

Statistical Finance · Quantitative Finance 2022-01-07 Abhijit Chakraborty , Soumya Easwaran , Sitabhra Sinha

An important challenge in several disciplines is to understand how sudden changes can propagate among coupled systems. Examples include the synchronization of business cycles, population collapse in patchy ecosystems, markets shifting to a…

Physics and Society · Physics 2015-11-12 Charles D. Brummitt , George Barnett , Raissa M. D'Souza

The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we introduce to this macroeconomic system the notion of…

General Finance · Quantitative Finance 2015-03-19 N. Foti , S. Pauls , Daniel N. Rockmore