We propose a dynamic network quantile regression model to investigate the quantile connectedness using a predetermined network information. We extend the existing network quantile autoregression model
We propose a novel network-varying coefficient model that extends traditional varying coefficient models to accommodate network data. The main idea is to model the regression coefficients as the funct
The first column is the node labels, the second the 15 currency areas, the third the names of the local currency exchange rates with USD and the fourth the stock indices. Notice that the first column
This work describes the design of a novel financial multiplex network composed of three layers obtained by applying the MST-based cross-correlation network, using the data from 465 companies listed on
