Spatial dependence and data-driven networks of international banks /
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| Author / Creator: | Craig, Ben R., author. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, [2016] ©2016 |
| Description: | 1 online resource (34 pages) : color illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/16/184 IMF working paper ; WP/16/184. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12507619 |
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| 020 | |a 1475537840 |q (electronic book) | ||
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| 050 | 4 | |a HG3881.5.I58 |b W67 No. 16/184eb | |
| 100 | 1 | |a Craig, Ben R., |e author. |0 http://id.loc.gov/authorities/names/n2006060608 | |
| 245 | 1 | 0 | |a Spatial dependence and data-driven networks of international banks / |c prepared by Ben R. Craig and Martín Saldías. |
| 264 | 1 | |a [Washington, D.C.] : |b International Monetary Fund, |c [2016] | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (34 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/16/184 | |
| 500 | |a "September 2016." | ||
| 500 | |a At head of title: International Monetary Fund, Monetary and Capital Markets Department. | ||
| 504 | |a Includes bibliographical references. | ||
| 520 | 3 | |a This paper computes data-driven correlation networks based on the stock returns of international banks and conducts a comprehensive analysis of their topological properties. We first apply spatial-dependence methods to filter the effects of strong common factors and a thresholding procedure to select the significant bilateral correlations. The analysis of topological characteristics of the resulting correlation networks shows many common features that have been documented in the recent literature but were obtained with private information on banks' exposures, including rich and hierarchical structures, based on but not limited to geographical proximity, small world features, regional homophily, and a core-periphery structure. | |
| 588 | 0 | |a Online resource; title from pdf title page (IMF.org website, viewed October 17, 2016). | |
| 650 | 0 | |a Banks and banking, International |x Econometric models. | |
| 650 | 0 | |a Financial risk management |x Econometric models. | |
| 650 | 6 | |a Banques internationales |x Modèles économétriques. | |
| 650 | 6 | |a Finances |x Gestion du risque |x Modèles économétriques. | |
| 650 | 7 | |a Banks and banking, International |x Econometric models. |2 fast |0 (OCoLC)fst00827106 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Salidas, Martin, |e author, |e (IMF staff) |0 http://id.loc.gov/authorities/names/no2016138717 | |
| 710 | 2 | |a International Monetary Fund, |e publisher. |0 http://id.loc.gov/authorities/names/n81052755 | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no2006113696 | |
| 776 | 0 | 8 | |i Print Version: |a Craig, Ben. |t Spatial Dependence and Data-Driven Networks of International Banks. |d Washington, D.C. : International Monetary Fund,2016 |z 9781475536706 |
| 830 | 0 | |a IMF working paper ; |v WP/16/184. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2016/184/001.2016.issue-184-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 No. 16/184eb |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2016/184/001.2016.issue-184-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12152058 | ||