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 …

Abstract The Coronavirus (COVID-19) outbreak has become one of the biggest threats to the
global economy and financial markets. This study aims to analyze the effects of COVID-19 …

Security against systemic financial risks is the main theme for financial stability regulation.
As modern financial markets are highly interconnected and complex networks, their network …

The purpose of our study is to figure out the transitions of the cryptocurrency market due to
the outbreak of COVID-19 through network analysis, and we studied the complexity of the …

This study uses complex network analysis to investigate global stock market co-movement
during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We …

In this work, we investigate the impact of the COVID-19 pandemic on sovereign bond yields.
We consider the temporal changes from financial correlations using network filtering …

This paper proposes a framework for examining the interaction between stock market
volatilities and economic uncertainty shocks, aiming to understand better the influence of …

In this article, the authors develop a Stock Price Network Autoregressive Model (SPNAR) to
probe the behavior of the log-return based network of the Chinese stock market. We …

This study explores the intricate dynamics of volatility within high-frequency financial
markets, focusing on 225 of Chinese listed companies from 2016 to 2023. Utilizing 5-minute …

Abstract The emergence of Black Swan events, such as the COVID-19 pandemic and the
Russian-Ukrainian war, has presented new challenges for stock markets and necessitates a …