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Report NEP-NET-2020-05-11
This is the archive for NEP-NET, a report on new working papers in the area of Network Economics. Alfonso Rosa-García (Alfonso Rosa-Garcia) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-NET
The following items were announced in this report:
- Agostinelli, Francesco & Doepke, Matthias & Sorrenti, Giuseppe & Zilibotti, Fabrizio, 2020, "It Takes a Village: The Economics of Parenting with Neighborhood and Peer Effects," IZA Discussion Papers, IZA Network @ LISER, number 13161, Apr.
- Jayles, Bertrand & Escobedo, Ramon & Cezera, Stéphane & Blanchet, Adrien & Kameda, Tatsuya & Sire, Clément & Théraulaz, Guy, 2020, "The impact of incorrect social information on collective wisdom in human groups," TSE Working Papers, Toulouse School of Economics (TSE), number 1101, May.
- Ashish Kumar & Anindya S. Chakrabarti & Anirban Chakraborti & Tushar Nandi, 2020, "Distress propagation on production networks: Coarse-graining and modularity of linkages," Papers, arXiv.org, number 2004.14485, Apr.
- Tsuyoshi Toshimitsu, 2020, "On the excess entry theorem in the presence of network effect-sensitive consumers," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 210, Apr.
- Roy Gernhardt & Bjorn Persson, 2020, "On the Equivalence of Neural and Production Networks," Papers, arXiv.org, number 2005.00510, May, revised Mar 2021.
- Johannes Ruf & Weiguan Wang, 2020, "Hedging with Linear Regressions and Neural Networks," Papers, arXiv.org, number 2004.08891, Apr, revised Jun 2021.
- Jager, Maximilian & Siemsen, Thomas & Vilsmeier, Johannes, 2020, "Interbank risk assessment: A simulation approach," Discussion Papers, Deutsche Bundesbank, number 23/2020.
- Piero Mazzarisi & Silvia Zaoli & Carlo Campajola & Fabrizio Lillo, 2020, "Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages," Papers, arXiv.org, number 2005.01160, May, revised May 2021.
- Martin Keller-Ressel & Stephanie Nargang, 2020, "The hyperbolic geometry of financial networks," Papers, arXiv.org, number 2005.00399, May, revised May 2020.
- Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar, 2020, "A perspective on correlation-based financial networks and entropy measures," Papers, arXiv.org, number 2004.09448, Apr.
- Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020, "The Geographic Spread of Covid-19 Correlates with Structure of Social Networks as Measured by Facebook," CESifo Working Paper Series, CESifo, number 8241.
- Damien Challet & Rémy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis, 2018, "Statistically validated leadlag networks and inventory prediction in the foreign exchange market," Post-Print, HAL, number hal-01705087, Dec, DOI: 10.1142/S0219525918500194.