create a website

One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Chen, Zhimin ; Ibragimov, Rustam.
In: Emerging Markets Review.
RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 78

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Yao, Yinhong ; Chen, Wei ; Li, Jingyu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

    Full description at Econpapers || Download paper

  2. Early warning systems for financial markets of emerging economies. (2024). Prokhorov, Artem ; Sokolovskiy, Evgeniy ; Kraevskiy, Artem.
    In: Papers.
    RePEc:arx:papers:2404.03319.

    Full description at Econpapers || Download paper

  3. New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence. (2023). Skrobotov, Anton ; Ibragimov, Rustam ; Pedersen, Rasmus.
    In: Papers.
    RePEc:arx:papers:2006.01212.

    Full description at Econpapers || Download paper

  4. New robust inference for predictive regressions. (2023). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam.
    In: Papers.
    RePEc:arx:papers:2006.01191.

    Full description at Econpapers || Download paper

  5. Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200174x.

    Full description at Econpapers || Download paper

  6. Contagion and tail risk in complex financial networks. (2022). Abduraimova, Kumushoy.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s037842662200156x.

    Full description at Econpapers || Download paper

  7. COVID-19: Tail Risk and Predictive Regressions. (2021). Skrobotov, Anton ; Distaso, Walter ; Ibragimov, Rustam ; Semenov, Alexander.
    In: Papers.
    RePEc:arx:papers:2009.02486.

    Full description at Econpapers || Download paper

  8. Heterogeneity risks and negative externality. (2020). Huang, Wenli ; Ba, Shusong ; Li, LU ; Yang, Chen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:401-415.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acemoglu, D. ; Carvalho, V.M. ; Ozdaglar, A. ; Tahbaz-Salehi, A. The network origins of aggregate uctuations. 2012 Econometrica. 80 1977-2016

  2. Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Microeconomic origins of macroeconomic tail risks. 2017 Am. Econ. Rev.. 107 54-108

  3. Aloui, R. ; Aïssa, M.S.B. ; Nguyen, D.K. Global financial crisis, extreme interdependences, and contagion effects: the role of economic structure?. 2011 J. Bank. Financ.. 35 130-141

  4. Ankudinov, A. ; Ibragimov, R. ; Lebedev, O. Heavy tails and asymmetry of returns in the russian stock market. 2017 Emerg. Mark. Rev.. 32 200-219

  5. Assaf, A. Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk. 2009 Int. Rev. Financ. Anal.. 18 109-116

  6. Axtell, R.L. Zipf distribution of US firm sizes. 2001 Science. 293 1818-1820
    Paper not yet in RePEc: Add citation now
  7. Barber, B.M. ; Odean, T. Trading is hazardous to your wealth: the common stock investment performance of individual investors. 2000 J. Financ.. 55 773-806

  8. Basrak, B. ; Davis, R.A. ; Mikosch, T. Regular variation of GARCH processes. 2002 Stoch. Process. Appl.. 99 95-115

  9. Blattberg, R.C. ; Gonedes, N.J. A comparison of the stable and Student distributions as statistical models for stock prices. 1974 J. Bus.. 47 244-280

  10. Bollerslev, T. ; Todorov, V. ; Xu, L. Tail risk premia and return predictability. 2015 J. Financ. Econ.. 118 113-134

  11. Brillinger, D.R. Estimation of the mean of a stationary time series by sampling. 1973 J. Appl. Probab.. 10 419-431
    Paper not yet in RePEc: Add citation now
  12. Brown, S.J. ; Goetzmann, W. ; Ibbotson, R.G. ; Ross, S.A. Survivorship bias in performance studies. 1992 Rev. Financ. Stud.. 5 553-580

  13. Cai, C.X. ; McGuinness, P.B. ; Zhang, Q. The pricing dynamics of cross-listed securities: the case of Chinese A-and H-shares. 2011 J. Bank. Financ.. 35 2123-2136

  14. Campbell, J.Y. ; Lo, A.W.-C. ; MacKinlay, A.C. The Econometrics of Financial Markets. 1997 Princeton University Press:
    Paper not yet in RePEc: Add citation now
  15. Candelon, B. ; Straetmans, S. Testing for multiple regimes in the tail behavior of emerging currency returns. 2006 J. Int. Money Financ.. 25 1187-1205

  16. Carpenter, J.N. ; Lynch, A.W. Survivorship bias and attrition effects in measures of performance persistence. 1999 J. Financ. Econ.. 54 337-374

  17. Chen, H. ; Zhu, Y. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. 2015 J. Appl. Stat.. 42 2406-2419

  18. Cho, D.D. ; Russell, J. ; Tiao, G.C. ; Tsay, R. The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange. 2003 J. Empir. Financ.. 10 133-168

  19. Cont, R. Empirical properties of asset returns: Stylized facts and statistical issues. 2001 Quantitative Finance. 1 223-236

  20. Cont, R. ; Bouchaud, J.-P. Herd behavior and aggregate fluctuations in financial markets. 2000 Macroecon. Dyn.. 4 170-196

  21. Danielsson, J. ; de Haan, L. ; Peng, L. ; de Vries, C.G. Using a bootstrap method to choose the sample fraction in tail index estimation. 2001 J. Multivar. Anal.. 76 226-248

  22. Davis, R.A. ; Mikosch, T. Limit theory for the sample ACF of stationary process with heavy tails with applications to ARCH. 1998 Ann. Stat.. 26 2049-2080
    Paper not yet in RePEc: Add citation now
  23. Drees, H. ; De Haan, L. ; Resnick, S. How to make a Hill plot. 2000 Ann. Stat.. 254-274
    Paper not yet in RePEc: Add citation now
  24. Eaton, J. ; Kortum, S. ; Kramarz, F. An anatomy of international trade: evidence from French firms. 2011 Econometrica. 79 1453-1498

  25. Embrechts, P. ; Klûppelberg, C. ; Mikosch, T. Modelling Extremal Events: For Insurance and Finance. 1997 Springer Science & Business Media:
    Paper not yet in RePEc: Add citation now
  26. Fernald, J. ; Rogers, J.H. Puzzles in the Chinese stock market. 2002 Rev. Econ. Stat.. 84 416-432

  27. Gabaix, X. Power laws in economics and finance. 2009 Annu. Rev. Econ.. 1 255-294

  28. Gabaix, X. Power laws in economics: an introduction. 2016 J. Econ. Perspect.. 30 185-205

  29. Gabaix, X. Zipfs law for cities: an explanation. 1999 Q. J. Econ.. 114 739-767

  30. Gabaix, X. ; Gopikrishnan, P. ; Plerou, V. ; Stanley, H.E. Institutional investors and stock market volatility. 2006 Q. J. Econ.. 121 461-504

  31. Gabaix, X. ; Ibragimov, R. Rank- 1/2: a simple way to improve the OLS estimation of tail exponents. 2011 J. Bus. Econ. Stat.. 29 24-39

  32. Gabaix, X. ; Landier, A. Why has CEO pay increased so much?. 2008 Q. J. Econ.. 123 49-100

  33. Galbraith, J.W. ; Zernov, S. Circuit breakers and the tail index of equity returns. 2004 J. Financial Econometrics. 2 109-129

  34. Gatev, E. ; Goetzmann, W.N. ; Rouwenhorst, K.G. Pairs trading: Performance of a relative-value arbitrage rule. 2006 Rev. Financ. Stud.. 19 797-827

  35. Gopikrishnan, P. ; Plerou, V. ; Amaral, L.A.N. ; Meyer, M. ; Stanley, H.E. Scaling of the distribution of fluctuations of financial market indices. 1999 Phys. Rev. E. 60 5305-

  36. Gopikrishnan, P. ; Plerou, V. ; Gabaix, X. ; Stanley, H.E. Statistical properties of share volume traded in _nancial markets. 2000 Phys. Rev. E. 62 R4493-

  37. Hall, P. On some simple estimates of an exponent of regular variation. 1982 J. R. Stat. Soc. Ser. B Methodol.. 37-42
    Paper not yet in RePEc: Add citation now
  38. Hall, P. Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. 1990 J. Multivar. Anal.. 32 177-203

  39. Hartmann, P. ; Straetmans, S. ; De Vries, C.G. Asset market linkages in crisis periods. 2004 Rev. Econ. Stat.. 86 313-326

  40. Hertz, E. The Trading Crowd: An Ethnography of the Shanghai Stock Market. 1998 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  41. Hill, B.M. A simple general approach to inference about the tail of a distribution. 1975 Ann. Stat.. 3 1163-1174
    Paper not yet in RePEc: Add citation now
  42. Huisman, R. ; Koedijk, K.G. ; Kool, C.J.M. ; Palm, F. Tail-index estimates in small samples. 2001 J. Bus. Econ. Stat.. 19 208-216

  43. Ibragimov, M. ; Ibragimov, R. Heavy tails and upper-tail inequality: the case of Russia. 2017 Empir. Econ.. 1-15
    Paper not yet in RePEc: Add citation now
  44. Ibragimov, M. ; Ibragimov, R. ; Kattuman, P. Emerging markets and heavy tails. 2013 J. Bank. Financ.. 37 2546-2559

  45. Ibragimov, M. ; Ibragimov, R. ; Walden, J. Heavy-Tailed Distributions and Robustness in Economics and Finance. 2015 Springer:
    Paper not yet in RePEc: Add citation now
  46. Ibragimov, R. Efficiency of linear estimators under heavy-tailedness: convolutions of α-symmetric distributions. 2007 Econometric Theory. 23 501-517

  47. Ibragimov, R. Heavy-tailed densities. 2009 En : Durlauf, S.N. ; Blume, L.E. The New Palgrave Dictionary of Economics. Palgrave Macmillan:
    Paper not yet in RePEc: Add citation now
  48. Ibragimov, R. ; Jaffee, D. ; Walden, J. Diversification disasters. 2011 J. Financ. Econ.. 99 333-348

  49. Ibragimov, R. ; Jaffee, D. ; Walden, J. Nondiversification traps in catastrophe insurance markets. 2008 Rev. Financ. Stud.. 22 959-993
    Paper not yet in RePEc: Add citation now
  50. Ibragimov, R. ; Müller, U.K. Inference with few heterogeneous clusters. 2016 Rev. Econ. Stat.. 98 83-96

  51. Ibragimov, R. ; Müller, U.K. t-statistic based correlation and heterogeneity robust inference. 2010 J. Bus. Econ. Stat.. 28 453-468

  52. Ibragimov, R. ; Prokhorov, A. Heavy Tails and Copulas: Topics in Dependence Modelling in Economics and Finance. 2017 World Scientific:

  53. Ibragimov, R. ; Walden, J. Optimal bundling strategies under heavy-tailed valuations. 2010 Manag. Sci.. 56 1963-1976

  54. Jansen, D.W. ; De Vries, C.G. On the frequency of large stock returns: putting --booms and busts into perspective. 1991 Rev. Econ. Stat.. 18-24

  55. Jondeau, E. ; Rockinger, M. Testing for differences in the tails of stock-market returns. 2003 J. Empir. Financ.. 10 559-581

  56. Keller, W. ; Yeaple, S.R. The gravity of knowledge. 2013 Am. Econ. Rev.. 103 1414-1444

  57. Kelly, B. ; Jiang, H. Tail risk and asset prices. 2014 Rev. Financ. Stud.. 27 2841-2871

  58. Kim, K.A. Price limits and stock market volatility. 2001 Econ. Lett.. 71 131-136

  59. Kim, K.A. ; Rhee, S. Price limit performance: evidence from the Tokyo Stock Exchange. 1997 J. Financ.. 52 885-901

  60. Koedijk, K.G. ; Schafgans, M.M. ; De Vries, C.G. The tail index of exchange rate returns. 1990 J. Int. Econ.. 29 93-108
    Paper not yet in RePEc: Add citation now
  61. Koedijk, K.G. ; Stork, P.A. ; de Vries, C.G. Differences between foreign exchange rate regimes: the view from the tails. 1992 J. Int. Money Financ.. 11 462-473

  62. Kyle, A.S. ; Obizhaeva, A.A. Market microstructure invariance: Empirical hypotheses. 2016 Econometrica. 84 1345-1404

  63. Liu, J. ; Timmermann, A. Optimal convergence trade strategies. 2013 Rev. Financ. Stud.. 26 1048-1086

  64. Loretan, M. ; Phillips, P.C. Testing the covariance stationarity of heavy-tailed time series: an overview of the theory with applications to several financial datasets. 1994 J. Empir. Financ.. 1 211-248

  65. Mandelbrot, B. The variation of certain speculative prices. 1963 J. Bus.. 36 394-419

  66. Mensi, W. ; Hammoudeh, S. ; Reboredo, J.C. ; Nguyen, D.K. Do global factors impact BRICS stock markets? A quantile regression approach. 2014 Emerg. Mark. Rev.. 19 1-17

  67. Mikosch, T. ; Starica, C. Limit theory for the sample autocorrelations and extremes of a GARCH (1, 1) process. 2000 Ann. Stat.. 1427-1451
    Paper not yet in RePEc: Add citation now
  68. Ng, L. ; Wu, F. The trading behavior of institutions and individuals in Chinese equity markets. 2007 J. Bank. Financ.. 31 2695-2710

  69. Odean, T. Are investors reluctant to realize their losses?. 1998 J. Financ.. 53 1775-1798

  70. Pickands, J. Statistical inference using extreme order statistics. 1975 Ann. Stat.. 119-131
    Paper not yet in RePEc: Add citation now
  71. Plerou, V. ; Gopikrishnan, P. ; Gabaix, X. ; Amaral, L.N. ; Stanley, H.E. Price fluctuations, market activity and trading volume. 2001 Quantitative Finance. 1 262-269

  72. Quintos, C. ; Fan, Z. ; Phillips, P.C. Structural change tests in tail behaviour and the Asian crisis. 2001 Rev. Econ. Stud.. 68 633-663

  73. Su, Q. ; Chong, T.T.-L. ; Yan, I.K.-M. On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares. 2007 Appl. Financ. Econ.. 17 1349-1357

  74. Yan, C. ; Zhang, J. ; Zhang, Y. ; Tang, Y. Power–law properties of Chinese stock market. 2005 Physica A. 353 425-432

  75. Zhang, J. ; Chen, Q. ; Wang, Y. Zipf distribution in top Chinese firms and an economic explanation. 2009 Physica A. 388 2020-2024

  76. Zhang, J. ; Zhang, Y. ; Kleinert, H. power tails of index distributions in Chinese stock market. 2007 Physica A. 377 166-172

  77. Zhang, R. and Zhang, T. (2017), Understanding AH premium in Chinese stock market’, Available from: http://tongbinzhang.weebly.com/uploads/9/1/6/6/91669244/draft.pdf. [Accessed: 10th August 2017].
    Paper not yet in RePEc: Add citation now
  78. Zipf, G.K. Human Behavior and the Principle of Least Effort. 1949 Addison-Wesley: Cambridge
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Are trade wars class wars? The importance of trade-induced horizontal inequality. (2024). Jaravel, Xavier ; Borusyak, Kirill.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:150:y:2024:i:c:s002219962400062x.

    Full description at Econpapers || Download paper

  2. Measuring the input rank in global supply networks. (2023). Huremović, Kenan ; Fattorini, Loredana ; Rungi, Armando.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:10:p:3081-3115.

    Full description at Econpapers || Download paper

  3. Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach. (2023). Sebestyén, Tamás ; Sebestyn, Tams ; Iloskics, Zita ; Gyimesi, Andrs ; Braun, Emese.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:10:p:2950-2982.

    Full description at Econpapers || Download paper

  4. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
    In: Papers.
    RePEc:arx:papers:2007.07842.

    Full description at Econpapers || Download paper

  5. Production Network Structure, Service Share, and Aggregate Volatility. (2021). Miranda-Pinto, Jorge.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-157.

    Full description at Econpapers || Download paper

  6. A magyar járműipar kapcsolati szerkezetének vizsgálata. A német járműipartól való függőség alakulása. (2020). Sebestyén, Tamás ; Kiss, Tibor ; Sebestyen, Tamas ; Braun, Erik.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1910.

    Full description at Econpapers || Download paper

  7. Transmission of Domestic and External Shocks through Input-Output Network: Evidence from Korean Industries. (2019). Lee, Dongyeol.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/117.

    Full description at Econpapers || Download paper

  8. Trade Linkages and International Business Cycle Comovement: Evidence from Korean Industry Data. (2019). Lee, Dongyeol.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/116.

    Full description at Econpapers || Download paper

  9. Network Data. (2019). Graham, Bryan.
    In: Papers.
    RePEc:arx:papers:1912.06346.

    Full description at Econpapers || Download paper

  10. Using network science to quantify economic disruptions in regional input-output networks. (2019). Harvey, Emily P.
    In: Papers.
    RePEc:arx:papers:1910.12498.

    Full description at Econpapers || Download paper

  11. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:479.

    Full description at Econpapers || Download paper

  12. Subsidising car purchases in the euro area: any spill-over on production?. (2017). Paredes, Joan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172094.

    Full description at Econpapers || Download paper

  13. The Network Composition of Aggregate Unemployment. (2016). Guerrero, Omar ; Axtell, Robert ; Lopez, Eduardo.
    In: MPRA Paper.
    RePEc:pra:mprapa:68962.

    Full description at Econpapers || Download paper

  14. Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Vodenska, Irena ; Stanley, Eugene H ; Kenett, Dror Y ; Zhou, DI ; Becker, Alexander P.
    In: Risks.
    RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

    Full description at Econpapers || Download paper

  15. Input diffusion and the evolution of production networks. (2015). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1418.

    Full description at Econpapers || Download paper

  16. Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model. (2015). Chahrour, Ryan ; Atolia, Manoj.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:398.

    Full description at Econpapers || Download paper

  17. Schumpeterian business cycles. (2015). Rozsypal, Filip.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:320.

    Full description at Econpapers || Download paper

  18. Price dynamics, financial fragility and aggregate volatility. (2015). Mandel, Antoine ; Gallegati, Mauro ; Landini, Simone ; Gintis, Herbert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:257-277.

    Full description at Econpapers || Download paper

  19. Intersectoral Linkages, Diverse Information, and Aggregate Dynamics. (2015). Chahrour, Ryan ; Atolia, Manoj.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:832.

    Full description at Econpapers || Download paper

  20. Input Diffusion and the Evolution of Production Networks. (2015). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: Working Papers.
    RePEc:bge:wpaper:759.

    Full description at Econpapers || Download paper

  21. Nets: Network Estimation for Time Series. (2015). Brownlees, Christian ; Barigozzi, Matteo.
    In: Working Papers.
    RePEc:bge:wpaper:723.

    Full description at Econpapers || Download paper

  22. From micro to macro via production networks. (2014). Carvalho, Vasco.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1449.

    Full description at Econpapers || Download paper

  23. Analytical Derivation of Power Laws in Firm Size Variables from Gibrat’s Law and Quasi-inversion Symmetry: A Geomorphological Approach. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:019.

    Full description at Econpapers || Download paper

  24. Real and financial crises: A multi-agent approach. (2014). Setterfield, Mark ; Gibson, William.
    In: Working Papers.
    RePEc:tri:wpaper:1309.

    Full description at Econpapers || Download paper

  25. Human-Mobility Networks, Country Income, and Labor Productivity. (2014). Santoni, Gianluca ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2014/08.

    Full description at Econpapers || Download paper

  26. Virtual water trade and country vulnerability: A network perspective. (2014). Schiavo, Stefano ; Sartori, Martina.
    In: MPRA Paper.
    RePEc:pra:mprapa:59210.

    Full description at Econpapers || Download paper

  27. Temporary Shocks and Persistent Effects in the Urban System: Evidence from British Cities after the U.S. Civil War. (2014). Hanlon, W.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20471.

    Full description at Econpapers || Download paper

  28. Input Diffusion and the Evolution of Production Networks. (2014). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20025.

    Full description at Econpapers || Download paper

  29. Cégek kapcsolati hálózatainak gazdasági szerepe. (2014). Szeidl, Adam ; Koren, Miklós ; Kondor, Péter ; Pal, Jen .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1516.

    Full description at Econpapers || Download paper

  30. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: Working Paper Series.
    RePEc:hit:cinwps:27.

    Full description at Econpapers || Download paper

  31. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

    Full description at Econpapers || Download paper

  32. Peering into the mist: social learning over an opaque observation network. (2014). Barrdear, John.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1409.

    Full description at Econpapers || Download paper

  33. Buyer-Supplier Networks and Aggregate Volatility. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf353.

    Full description at Econpapers || Download paper

  34. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf339.

    Full description at Econpapers || Download paper

  35. Foreign shocks in an estimated multi-sector model. (2014). Bergholt, Drago.
    In: Working Papers.
    RePEc:bny:wpaper:0022.

    Full description at Econpapers || Download paper

  36. Stable Networks in Homogeneous Societies. (2014). Hellmann, Tim ; Landwehr, Jakob .
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:517.

    Full description at Econpapers || Download paper

  37. Instabilities in large economies: aggregate volatility without idiosyncratic shocks. (2014). thesmar, david ; Landier, Augustin ; Bonart, Julius ; Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:1406.5022.

    Full description at Econpapers || Download paper

  38. Nets: Network estimation for time series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1391.

    Full description at Econpapers || Download paper

  39. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1307.

    Full description at Econpapers || Download paper

  40. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
    RePEc:uea:aepppr:2012_45.

    Full description at Econpapers || Download paper

  41. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

    Full description at Econpapers || Download paper

  42. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
    In: MPRA Paper.
    RePEc:pra:mprapa:49616.

    Full description at Econpapers || Download paper

  43. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:49557.

    Full description at Econpapers || Download paper

  44. Firm Volatility in Granular Networks. (2013). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Herskovic, Bernard ; Kelly, Bryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19466.

    Full description at Econpapers || Download paper

  45. Price dynamics, financial fragility and aggregate volatility. (2013). Mandel, Antoine ; Gallegati, Mauro ; Landini, Simone ; Gintis, Herbert.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13076.

    Full description at Econpapers || Download paper

  46. Outsourcing and the rise in services. (2013). Berlingieri, Giuseppe.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:51532.

    Full description at Econpapers || Download paper

  47. The granular hypothesis in EU country exports. (2013). Del Rosal, Ignacio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:3:p:433-436.

    Full description at Econpapers || Download paper

  48. Vacancies in supply chain networks. (2013). Kominers, Scott ; Hatfield, John William.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:3:p:354-357.

    Full description at Econpapers || Download paper

  49. World, country, and sector factors in international business cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2913-2927.

    Full description at Econpapers || Download paper

  50. Costly external finance and labor market dynamics. (2013). Chugh, Sanjay K..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2882-2912.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:22:36 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.