We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

The resource curse is an evolving phenomenon in the context of financial development. In
this paper, using the firm-level data, we assess the impact of resource curse on the banking …

This paper analyses efficiency in Brazilian banks from 1998 to 2010 with a Bayesian
dynamic frontier model. This model provides a more structural explanation for the variation …

In this paper we present systemic risk measures based on contingent claims approach and
banking sector multivariate density. We also apply network measures to analyze bank …

Mutual information minimum spanning trees are used to explore nonlinear dependencies on
Brazilian equity network by comparing the periods from June/01/2015 to January/26/2016, in …

We develop a network representation-based methodology to aid an exploratory analysis of
temporally evolving comovement in asset prices. This parsimonious order-n representation …

如何准确度量上市公司债务的违约风险一直是企业债务风险管理的研究热点. 本文运用KMV
模型, 通过分析我国上市公司发布的财务报表, 就它们的债务违约概率问题进行了相关研究 …

The risk of going bankrupt is of significant interest to shareholders, creditors, employees of a
firm and lenders. Following the financial crisis and the spate of corporate bankruptcies in …

In a highly interconnected financial economy, deciphering co-dependencies between asset
prices and their time-varying dynamics is challenging and important for sound financial …

RESUMO MONTANARI, Gisele Siqueira. Árvores geradoras mínimas do mercado financeiro
a partir de distâncias entre distribuições de probabilidade do retorno do preço de ações …