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Dynamic integration and network structure of the EMU sovereign bond markets
In this paper, we propose a novel concept of correlation-based stable networks to empirically investigate the dynamic integration and network structure of the European Monetary Union (EMU) sovereign bond markets. The ...
Financial connectivity and excessive liquidity: benefit or risk?
This paper explores the structure of cross-border lending market by using network analysis and examines the relationship between financial connectivity and probability of systemic crises during normal, credit boom and ...