Journal of Network Theory in Finance
ISSN:
2055-7795 (print)
2055-7809 (online)
Editor-in-chief: Ron Berndsen
Volume 5, Number 3 (September 2019)
Papers in this issue
Estimating the contagion effect through the portfolio channel using a network approach
This work studies contagion risk through the portfolio investment channel using network analysis and simulation on bilateral cross-country data.
The econophysics of asset prices, returns and multiple expectations
The author models interactions between financial transactions and expectations and describe asset pricing and return disturbances.
Network sensitivity of systemic risk
Here, we address the more general problem of how shock propagation dynamics depend on the topological details of the underlying network. To this end, we consider different realistic network topologies, all consistent with balance sheet information…
