Copertina

Correlation between upstreamness and downstreamness in random global value chains

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bartolucci, Silvia, Caccioli, Fabio, Caravelli, Francesco, Vivo, Pierpaolo
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Applications Statistical Mechanics General Economics Economics Statistical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Upstreamness and downstreamness in input-output analysis from local and aggregate information
di: Bartolucci, Silvia, et al.
Pubblicazione: (2020)

Phase transitions in debt recycling
di: Aufiero, Sabrina, et al.
Pubblicazione: (2024)

A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
di: von der Osten, Carlo, et al.
Pubblicazione: (2025)

Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
di: Aufiero, Sabrina, et al.
Pubblicazione: (2025)

Distribution of centrality measures on undirected random networks via cavity method
di: Bartolucci, Silvia, et al.
Pubblicazione: (2024)

Germany's Tax Revenue and its Total Administrative Cost
di: Mantzaris, Christopher, et al.
Pubblicazione: (2024)

Stylized facts in money markets: an empirical analysis of the eurozone data
di: Coz, Victor Le, et al.
Pubblicazione: (2024)

Efficient mid-term forecasting of hourly electricity load using generalized additive models
di: Zimmermann, Monika, et al.
Pubblicazione: (2024)

Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation
di: Tanashkin, Alexey S., et al.
Pubblicazione: (2025)

Dynamical thermalization and turbulence in social stratification models
di: Frahm, Klaus M., et al.
Pubblicazione: (2026)

DebtStreamness: An Ecological Approach to Credit Flows in Inter-Firm Networks
di: Rodríguez-Martínez, Anahí, et al.
Pubblicazione: (2025)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
di: Sovbetov, Yhlas, et al.
Pubblicazione: (2025)

Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
di: Qiu, Yujuan
Pubblicazione: (2024)

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
di: Fialkowski, Jan, et al.
Pubblicazione: (2025)

Equivalence between the Fitness-Complexity and the Sinkhorn-Knopp algorithms
di: Mazzilli, Dario, et al.
Pubblicazione: (2022)

"Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
di: Zor, Shutter
Pubblicazione: (2024)

Post-COVID Inflation & the Monetary Policy Dilemma: An Agent-Based Scenario Analysis
di: Knicker, Max Sina, et al.
Pubblicazione: (2023)

Budget Forecasting and Integrated Strategic Planning for Leaders
di: Salehi, Matt
Pubblicazione: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
di: Hirayama, Kenichi, et al.
Pubblicazione: (2019)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
di: Lautier, Jackson P., et al.
Pubblicazione: (2022)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
di: Zhang, Weikang, et al.
Pubblicazione: (2025)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
di: Olkhov, Victor
Pubblicazione: (2024)

Forecasting Company Fundamentals
di: Divo, Felix, et al.
Pubblicazione: (2024)

Theoretical Economics as Successive Approximations of Statistical Moments
di: Olkhov, Victor
Pubblicazione: (2023)

A Herding-Based Model of Technological Transfer and Economic Convergence: Evidence from Central and Eastern Europe
di: Gontis, Vygintas, et al.
Pubblicazione: (2026)

Generating long-horizon stock "buy" signals with a neural language model
di: Bock, Joel R.
Pubblicazione: (2024)

Empirical Study on the Factors Influencing Stock Market Volatility in China
di: Zhang, Jingchu
Pubblicazione: (2025)

Mining the Relationship Between COVID-19 Sentiment and Market Performance
di: Xia, Ziyuan, et al.
Pubblicazione: (2021)

Do Venture Capitalists Beat Random Allocation?
di: Knicker, Max Sina, et al.
Pubblicazione: (2026)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
di: Kikuchi, Tatsuru
Pubblicazione: (2024)

Why do financial prices exhibit Brownian motion despite predictable order flow?
di: Sato, Yuki, et al.
Pubblicazione: (2025)

Market-Based "Actual" Returns of Investors
di: Olkhov, Victor
Pubblicazione: (2023)

Behavioral Machine Learning? Regularization and Forecast Bias
di: Frank, Murray Z., et al.
Pubblicazione: (2023)

Anti-correlation network among China A-shares
di: Liu, Peng
Pubblicazione: (2024)

Market-Based Price Autocorrelation
di: Olkhov, Victor
Pubblicazione: (2022)

Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
di: Olkhov, Victor
Pubblicazione: (2025)

Unwitting Markowitz' Simplification of Portfolio Random Returns
di: Olkhov, Victor
Pubblicazione: (2025)

Generative AI for Analysts
di: Xue, Jian, et al.
Pubblicazione: (2025)

Market-Based Variance of Market Portfolio and of Entire Market
di: Olkhov, Victor
Pubblicazione: (2025)

Economic Forces in Stock Returns
di: Chen, Yue, et al.
Pubblicazione: (2024)