4.6 Article

Structure of a Global Network of Financial Companies Based on Transfer Entropy

Related references

Note: Only part of the references are listed.
Article Business, Finance

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

Hamed Amini et al.

MATHEMATICAL FINANCE (2016)

Article Physics, Multidisciplinary

An Entropy Measure of Non-Stationary Processes

Ling Feng Liu et al.

ENTROPY (2014)

Article Physics, Multidisciplinary

Information Theory Analysis of Cascading Process in a Synthetic Model of Fluid Turbulence

Massimo Materassi et al.

ENTROPY (2014)

Article Physics, Multidisciplinary

Directed clustering coefficient as a measure of systemic risk in complex banking networks

Benjamin M. Tabak et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2014)

Article Physics, Multidisciplinary

To lag or not to lag? How to compare indices of stock markets that operate on different times

Leonidas Sandoval

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2014)

Article Business, Finance

The impact of the financial crisis on transatlantic information flows: An intraday analysis

Thomas Dimpfl et al.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2014)

Article Economics

An empirical study of the Mexican banking system's network and its implications for systemic risk

Serafin Martinez-Jaramillo et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2014)

Review Physics, Multidisciplinary

The Relation between Granger Causality and Directed Information Theory: A Review

Pierre-Olivier Amblard et al.

ENTROPY (2013)

Article Physics, Multidisciplinary

On Thermodynamic Interpretation of Transfer Entropy

Mikhail Prokopenko et al.

ENTROPY (2013)

Review Physics, Multidisciplinary

The Liang-Kleeman Information Flow: Theory and Applications

X. San Liang

ENTROPY (2013)

Article Physics, Multidisciplinary

Transfer Entropy for Coupled Autoregressive Processes

Daniel W. Hahs et al.

ENTROPY (2013)

Article Physics, Multidisciplinary

Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis

Jianping Li et al.

ENTROPY (2013)

Article Physics, Multidisciplinary

Linearized Transfer Entropy for Continuous Second Order Systems

Jonathan M. Nichols et al.

ENTROPY (2013)

Article Multidisciplinary Sciences

Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?

Rahul Kaushik et al.

PLOS ONE (2013)

Article Economics

Post-mortem examination of the international financial network

Matteo Chinazzi et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2013)

Article Business, Finance

Contagion in the interbank market and its determinants

Christoph Memmel et al.

JOURNAL OF FINANCIAL STABILITY (2013)

Article Physics, Multidisciplinary

Renyi's information transfer between financial time series

Petr Jizba et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2012)

Article Physics, Multidisciplinary

Transfer Entropy as a Log-Likelihood Ratio

Lionel Barnett et al.

PHYSICAL REVIEW LETTERS (2012)

Article Multidisciplinary Sciences

DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk

Stefano Battiston et al.

SCIENTIFIC REPORTS (2012)

Article Biochemical Research Methods

Model-Free Reconstruction of Excitatory Neuronal Connectivity from Calcium Imaging Signals

Olav Stetter et al.

PLOS COMPUTATIONAL BIOLOGY (2012)

Article Economics

Bank relationships, business cycles, and financial crises

Galina Hale

JOURNAL OF INTERNATIONAL ECONOMICS (2012)

Article Business, Finance

Default cascades: When does risk diversification increase stability?

Stefano Battiston et al.

JOURNAL OF FINANCIAL STABILITY (2012)

Article Economics

Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk

Stefano Battiston et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2012)

Article Mathematical & Computational Biology

Transfer entropy-a model-free measure of effective connectivity for the neurosciences

Raul Vicente et al.

JOURNAL OF COMPUTATIONAL NEUROSCIENCE (2011)

Article Physics, Fluids & Plasmas

Reducing the bias of causality measures

A. Papana et al.

PHYSICAL REVIEW E (2011)

Article Business, Finance

Simulation methods to assess the danger of contagion in interbank markets

Christian Upper

JOURNAL OF FINANCIAL STABILITY (2011)

Article Business, Finance

Complexity, concentration and contagion

Prasanna Gai et al.

JOURNAL OF MONETARY ECONOMICS (2011)

Article Physics, Condensed Matter

Differentiating information transfer and causal effect

J. T. Lizier et al.

EUROPEAN PHYSICAL JOURNAL B (2010)

Article Multidisciplinary Sciences

Contagion in financial networks

Prasanna Gai et al.

PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2010)

Article Mathematics, Interdisciplinary Applications

ECONOMIC NETWORKS: WHAT DO WE KNOW AND WHAT DO WE NEED TO KNOW?

Frank Schweitzer et al.

ADVANCES IN COMPLEX SYSTEMS (2009)

Article Physics, Condensed Matter

Systemic risk in a unifying framework for cascading processes on networks

J. Lorenz et al.

EUROPEAN PHYSICAL JOURNAL B (2009)

Article Physics, Multidisciplinary

Information flow between stock indices

O. Kwon et al.

Article Physics, Multidisciplinary

Information flow between composite stock index and individual stocks

Okyu Kwon et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2008)

Article Physics, Fluids & Plasmas

Local information transfer as a spatiotemporal filter for complex systems

Joseph T. Lizier et al.

PHYSICAL REVIEW E (2008)

Article Economics

A network analysis of the Italian overnight money market

Giulia Iori et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2008)

Article Management

Credit risk in a network economy

Didier Cossin et al.

MANAGEMENT SCIENCE (2007)

Article Physics, Multidisciplinary

The topology of interbank payment flows

Kimmo Soramaki et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2007)

Article Economics

Network models and financial stability

Erlend Nier et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2007)

Article Business, Finance

Financial networks: Contagion, commitment, and private sector bailouts

Y Leitner

JOURNAL OF FINANCE (2005)

Article Business, Finance

Network topology of the interbank market

M Boss et al.

QUANTITATIVE FINANCE (2004)

Article Physics, Condensed Matter

Analysing the information flow between financial time series - An improved estimator for transfer entropy

R Marschinski et al.

EUROPEAN PHYSICAL JOURNAL B (2002)

Article Multidisciplinary Sciences

A simple model of global cascades on random networks

DJ Watts

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2002)

Article Physics, Multidisciplinary

Measuring information transfer

T Schreiber

PHYSICAL REVIEW LETTERS (2000)

Article Economics

Financial contagion

F Allen et al.

JOURNAL OF POLITICAL ECONOMY (2000)