Matches in SemOpenAlex for { <https://semopenalex.org/work/W2016319259> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2016319259 endingPage "5984" @default.
- W2016319259 startingPage "5974" @default.
- W2016319259 abstract "Abstract The sovereign debt crisis in the euro area has not yet been solved and recent developments in Spain and Italy have further deteriorated the situation. In this paper we develop a new approach to analyze the ongoing Eurozone crisis. Firstly, we use Maximum Spanning Trees to analyze the topological properties of government bond rates’ dynamics. Secondly, we combine the information given by both Maximum and Minimum Spanning Trees to obtain a measure of market dissimilarity or disintegration. Thirdly, we extend this measure to include a convenient distance not limited to the interval [0, 2]. Our empirical results show that Maximum Spanning Tree gives an adequate description of the separation of the euro area into two distinct groups: those countries strongly affected by the crisis and those that have remained resilient during this period. The measures of market dissimilarity also reveal a persistent separation of these two groups and, according to our second measure, this separation strongly increased during the period July 2009–March 2012." @default.
- W2016319259 created "2016-06-24" @default.
- W2016319259 creator A5037594807 @default.
- W2016319259 date "2013-12-01" @default.
- W2016319259 modified "2023-09-29" @default.
- W2016319259 title "Spanning trees and the Eurozone crisis" @default.
- W2016319259 cites W1976786132 @default.
- W2016319259 cites W1983595574 @default.
- W2016319259 cites W1986744329 @default.
- W2016319259 cites W2006322971 @default.
- W2016319259 cites W2008435816 @default.
- W2016319259 cites W2009538423 @default.
- W2016319259 cites W2014683958 @default.
- W2016319259 cites W2025576039 @default.
- W2016319259 cites W2025894493 @default.
- W2016319259 cites W2029964183 @default.
- W2016319259 cites W2030486754 @default.
- W2016319259 cites W2040641659 @default.
- W2016319259 cites W2043697714 @default.
- W2016319259 cites W2058447058 @default.
- W2016319259 cites W2058486909 @default.
- W2016319259 cites W2061087382 @default.
- W2016319259 cites W2077026477 @default.
- W2016319259 cites W2084774957 @default.
- W2016319259 cites W2094982244 @default.
- W2016319259 cites W2107696474 @default.
- W2016319259 cites W2117897510 @default.
- W2016319259 cites W2130265447 @default.
- W2016319259 cites W2138144286 @default.
- W2016319259 cites W3101426737 @default.
- W2016319259 cites W3101852161 @default.
- W2016319259 cites W3121792421 @default.
- W2016319259 cites W3122818112 @default.
- W2016319259 doi "https://doi.org/10.1016/j.physa.2013.08.001" @default.
- W2016319259 hasPublicationYear "2013" @default.
- W2016319259 type Work @default.
- W2016319259 sameAs 2016319259 @default.
- W2016319259 citedByCount "17" @default.
- W2016319259 countsByYear W20163192592014 @default.
- W2016319259 countsByYear W20163192592015 @default.
- W2016319259 countsByYear W20163192592016 @default.
- W2016319259 countsByYear W20163192592017 @default.
- W2016319259 countsByYear W20163192592018 @default.
- W2016319259 countsByYear W20163192592019 @default.
- W2016319259 countsByYear W20163192592020 @default.
- W2016319259 countsByYear W20163192592021 @default.
- W2016319259 countsByYear W20163192592022 @default.
- W2016319259 countsByYear W20163192592023 @default.
- W2016319259 crossrefType "journal-article" @default.
- W2016319259 hasAuthorship W2016319259A5037594807 @default.
- W2016319259 hasConcept C162324750 @default.
- W2016319259 hasConcept C18547055 @default.
- W2016319259 hasConcept C190974861 @default.
- W2016319259 hasConcept C2910001868 @default.
- W2016319259 hasConcept C43658493 @default.
- W2016319259 hasConcept C73283319 @default.
- W2016319259 hasConceptScore W2016319259C162324750 @default.
- W2016319259 hasConceptScore W2016319259C18547055 @default.
- W2016319259 hasConceptScore W2016319259C190974861 @default.
- W2016319259 hasConceptScore W2016319259C2910001868 @default.
- W2016319259 hasConceptScore W2016319259C43658493 @default.
- W2016319259 hasConceptScore W2016319259C73283319 @default.
- W2016319259 hasIssue "23" @default.
- W2016319259 hasLocation W20163192591 @default.
- W2016319259 hasOpenAccess W2016319259 @default.
- W2016319259 hasPrimaryLocation W20163192591 @default.
- W2016319259 hasRelatedWork W124310700 @default.
- W2016319259 hasRelatedWork W1509802678 @default.
- W2016319259 hasRelatedWork W2220665529 @default.
- W2016319259 hasRelatedWork W2316823249 @default.
- W2016319259 hasRelatedWork W2409033055 @default.
- W2016319259 hasRelatedWork W2435839525 @default.
- W2016319259 hasRelatedWork W2809158492 @default.
- W2016319259 hasRelatedWork W3126055266 @default.
- W2016319259 hasRelatedWork W3126069701 @default.
- W2016319259 hasRelatedWork W4214508121 @default.
- W2016319259 hasVolume "392" @default.
- W2016319259 isParatext "false" @default.
- W2016319259 isRetracted "false" @default.
- W2016319259 magId "2016319259" @default.
- W2016319259 workType "article" @default.