À propos de cet article

Citez

Alderson, D. L. (2008). Catching the “network science” bug: Insight and opportunity for the operations researcher. Operations Research 56(5): 1047–1065.10.1287/opre.1080.0606 Search in Google Scholar

Armeanu, D. S.; Enciu, A.; Obreja, C.; Cioaca, S. I. (2016). The effect of the financial crisis on the returns of the CEE capital markets. In: Proceedings of the International Management Conference 10(1): 474–481. Faculty of Management, Academy of Economic Studies, Bucharest, Romania. Search in Google Scholar

Balla, E. (2014). Sectorial interdependencies and key sectors in the Romanian, Hungarian and Slovak economy − An approach based on input-output analysis. Acta Universitatis Sapientiae, Economics and Business 2: 37–57.10.2478/auseb-2014-0009 Search in Google Scholar

Barabási, A-L.; Albert, R. (1999). Emergence of scaling in random networks. Science 286(5439): 509–512.10.1126/science.286.5439.509 Search in Google Scholar

Barrel R.; Davis E. P.; Karim D.; Liadze I. (2010). Calibrating macroprudential policy. National Institute of Economic and Social Research (NIESR) Discussion Papers 354. Available at: https://ideas.repec.org/p/nsr/niesrd/354.html. Search in Google Scholar

Benedek, G.; Lublóy, Á.; Szenes, M. (2007). A hálózatelmélet banki alkalmazása. Közgazdasági Szemle 54: 682–702. Search in Google Scholar

BIS (2011). Global liquidity – Concept, measurement and policy implications. BIS CGFS Publications 2011(45). Search in Google Scholar

Bonanno, G.; Lillo, F.; Mantegna, R. (2001). Levels of complexity in financial markets. Physica A 299: 16–27.10.1016/S0378-4371(01)00279-5 Search in Google Scholar

Bouyé, E.; Durrleman, V.; Nikeghbali, A.; Riboulet, G.; Roncalli, T. (2000). Copulas for finance: A reading guide and some applications. Paris: Groupe de Recherche Opérationnelle, Crédit Lyonnais.10.2139/ssrn.1032533 Search in Google Scholar

Calvo, G. A.; Reinhart C. M. (2002). Fear of floating. The Quarterly Journal of Economics 117(2): 379–408.10.1162/003355302753650274 Search in Google Scholar

Cărăuşu, D. N.; Filip, B. F.; Cigu, E.; Toderaşcu, C. (2018). Contagion of capital markets in CEE countries: Evidence from wavelet analysis. Emerging Markets Finance and Trade 54(3): 618–641.10.1080/1540496X.2017.1410129 Search in Google Scholar

Chen, N.; Zhang, F. (1997). Correlations, trades and stock returns of the Pacific-Basin Markets. Pacific-Basin Finance Journal 5: 559–577.10.1016/S0927-538X(97)00022-X Search in Google Scholar

Csermely, P. (2008). Creative elements: Network-based predictions of active centres in proteins and cellular and social networks. Trends in Biochemical Sciences 33(12): 569–576.10.1016/j.tibs.2008.09.006 Search in Google Scholar

Deeley, K. (2020). Exploring risk contagion using graph theory and Markov chains. Available at: https://www.mathworks.com/matlabcentral/fileexchange/55837-exploring-risk-contagion-using-graph-theory-and-markov-chains. Search in Google Scholar

Galí, J. (2013). Monetary policy and rational asset price bubbles. National Bureau of Economic Research. Available at: http://www.nber.org/papers/w18806.10.3386/w18806 Search in Google Scholar

Goetzmann, W. N.; Li, L.; Rouwenhorst, K. G. (2005). Long-term global market correlations. Journal of Business 78(1): 1–28.10.1086/426518 Search in Google Scholar

Heathcote, J.; Perri, F. (2004). Financial globalization and real regionalization. Journal of Economic Theory 119: 207–243.10.1016/j.jet.2003.06.003 Search in Google Scholar

Herrmann-Pillath, C. (2000). How to research complex systems: A methodological comparison of “ORDO-liberalism” and “regulation theory”. In: Labrousse, A.; Weisz, J-D. (eds.), Institutional Economics in France and Germany. Heidelberg: Springer.10.1007/978-3-662-04472-8_10 Search in Google Scholar

Jentsch, V.; Kantz, H.; Albeverio, S. (2006). Extreme events: Magic, mysteries and challenges. In: Albeverio, S.; Jentsch, V.; Kantz, H. (eds.), Extreme events in nature and society. Heidelberg: Springer. Search in Google Scholar

Kantz, H.; Altman, E. G.; Hallerberg, S.; Holstein, D.; Riegert, A. (2006). Dynamical interpretation of extreme events: Predictability and predictions. In: Albeverio, S.; Jentsch, V.; Kantz, H. (eds.), Extreme events in nature and society. Heidelberg: Springer.10.1007/3-540-28611-X_4 Search in Google Scholar

Kiss, G. D. (2017). Volatilitás, extrém elmozdulások és tőkepiaci fertőzések. JATEPress. Search in Google Scholar

Komáromi, Gy. (2006). Anatomy of stock market bubbles. Hyderabad: The ICFAI University Press. Search in Google Scholar

Kurov, A. (2010). Investor sentiment and the stock market’s reaction to monetary policy. Journal of Banking and Finance 34: 139–149.10.1016/j.jbankfin.2009.07.010 Search in Google Scholar

Madaras, Sz.; Györfy, Sz. (2016). Non-linearity and non-stationarity of exchange rate time series in three Central-Eastern European countries regarding the CHF currency in 2014 and 2015. Acta Universitatis Sapientiae, Economics and Business 4: 33–41.10.1515/auseb-2016-0002 Search in Google Scholar

Obstfeld, M.; Taylor, A. M. (2002). Globalization and capital markets. Massachusetts: National Bureau of Economic Research. Available at: http://www.nber.org/papers/w8846.10.3386/w8846 Search in Google Scholar

Onofrei, M.; Cărăuşu, D. N.; Lupu, D. (2019). The role of the macroeconomic environment in shaping capital market co-movement in CEE countries. Economic research – Ekonomska istraživanja 32(1): 3813–3834.10.1080/1331677X.2019.1675525 Search in Google Scholar

Pritsker, M. (2001). The channels for financial contagion. In: Claessens, S.; Forbes, K. (eds.), International Financial Contagion. Dordrecht: Kluwer Academic Publishers.10.1007/978-1-4757-3314-3_4 Search in Google Scholar

Ranaldo, A.; Söderlind, P. (2010). Safe Haven Currencies. Review of Finance 14(3): 385–407.10.1093/rof/rfq007 Search in Google Scholar

Robinson, T.; Stone, A. (2006). Monetary policy, asset price bubbles, and the zero lower bound. Monetary policy under very low inflation in the Pacific Rim. NBER-EASE 15: 43–90.10.7208/chicago/9780226379012.003.0003 Search in Google Scholar

Sági, J. (2018). Hitelgaranciák. Jura 2018(1): 411–418. Search in Google Scholar

Stavárek, D. (2009). Assessment of the exchange rate convergence in Euro-candidate countries. Amfiteatru Economic 11(25): 159–180. Search in Google Scholar

Varga, J. Z. (2016). The effect of interbank liquidity surplus on corporate and interbank interest rates. Public Finance Quarterly 61(1): 95–110. Search in Google Scholar

Wang, X. F.; Chen, G. (2003). Complex networks: Small-world, scale-free and beyond. Circuits and Systems Magazine 3(1): 6–20.10.1109/MCAS.2003.1228503 Search in Google Scholar

Watts, D. J.; Strogatz, S. H. (1998). Collective dynamics of ‘small-world’ networks. Nature 393: 440.10.1038/30918 Search in Google Scholar

eISSN:
2360-0047
Langue:
Anglais