New framework measures financial connectedness across different time scales.
problem Measuring connectedness among financial variables with varying frequency responses.
method Spectral representation of variance decompositions for short-, medium-, and long-term cycles.
result Connectedness at high frequencies indicates rapid short-term impact, while at lower frequencies suggests persistent long-term transmission.
New model predicts financial connectedness via COVID-19 spread.
problem Predicting financial connectedness during COVID-19 spread.
method Semiparametric matrix regression model with Bayesian hierarchical mixture prior.
result Model captures heterogeneity in network responses to risk factors.
Paper measures asymmetric fear network connectedness for risk prediction.
problem Predicting macroeconomic conditions and economic uncertainty.
method Forward-looking measures from bank option prices.
result Asymmetric network structure predicts economic conditions.
Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility may spill over at different magnitudes. This paper fills this gap…
This paper examines cryptocurrency integration with traditional markets, showing how network structure and turbulence influence cross-asset spillovers.
problem Understanding how cryptocurrencies integrate with traditional financial markets and the impact of market stress on cross-asset spillovers.
method Combining rolling correlation networks, community structure, market-specific and system-wide Turbulence Indices, and VAR-based connectedness analysis.
result Cross-asset integration is episodic, with network structure and turbulence playing a role in transmission during stress periods.
This paper develops a new portfolio optimization framework that considers network spillovers.
problem Modern financial markets' complex interconnections are not fully captured by variance alone.
method Formulates a three-objective optimization problem with a quadratic measure of network spillovers.
result Establishes a three-dimensional efficient surface and a risk-risk frontier.
Study on systemic risk in European insurance sector, showing insurer connections during stress.
problem Understanding systemic risk connectedness in European insurance sector.
method Common connectedness framework applied to returns, volatility, value-at-risk, and expected shortfall.
result Insurers are a significant component of systemic risk connectedness, especially during stress episodes.
A motif-based framework identifies local spillover structures in financial markets.
problem Aggregate risk spillovers obscure local interaction patterns in systemic risk.
method Develops a motif-based framework using multiscale backbones and colored motifs.
result Motif-based portfolios outperform traditional benchmarks on risk-adjusted returns.
Study reveals risk transmission channels among Chinese sectors.
problem Understanding risk transmission within Chinese economic sectors.
method Volatility spillovers analysis using VAR model and rolling window approach.
result 17 sectors are risk transmitters and 11 are risk takers.
This study examines financial spillovers in critical minerals investing, revealing ESG scores impact and role of energy and carbon markets.
problem Investment risks in critical minerals and their spillovers to energy and carbon markets.
method Time-varying parameter vector autoregression (TVP-VAR) model, split data into pre- and post-COVID-19 samples.
result ESG scores significantly impact spillovers, and specific ETFs act as net givers or receivers of volatility.
Study examines dynamic relationship between BRICS stocks and cryptocurrencies.
problem Understanding the impact of BRICS stock markets on cryptocurrency markets.
method Time-varying parameter vector autoregression model (TVP-VAR).
result Three out of five BRICS stock markets are primary sources of shocks affecting the financial network.
Study shows how oil and forex markets are connected, with monetary policy affecting forex volatility.
problem Understanding connectedness between oil and forex markets.
method High-frequency intra-day data, variance decompositions, realized semivariances.
result Adding oil to a forex portfolio decreases total connectedness, but asymmetries and frequency connectedness are relatively small.
Easy condition for local k-connectedness in inverse limits of polyhedra.
problem Local k-connectedness of inverse limits of polyhedra.
method Easy condition for local k-connectedness.
result Provided an easily verifiable condition.
Geodesic connectedness proved for statistical manifolds with divisible cubic forms.
problem Geodesic connectedness of affine connections on statistical manifolds with divisible cubic forms.
method Analogy with Hopf-Rinow theorem in Riemannian geometry, establishing geodesic completeness.
result Geodesic connectedness established for statistical manifolds with divisible cubic forms.
Retrospective and prospective analysis of Diebold-Yilmaz connectedness research.
problem Assessing the Diebold-Yilmaz approach to dynamic network connectedness.
method Retrospective and prospective analysis of Diebold-Yilmaz (2014) and personal recollections.
result Personal insights and retrospective analysis of Diebold-Yilmaz connectedness research.
Study examines grain futures connectedness during Russia-Ukraine conflict.
problem Quantile return connectedness of grain futures markets during geopolitical instability.
method Dynamic quantile VAR combined with frequency-domain decomposition.
result Heterogeneous spillovers across quantiles, with strong transmitters and persistent receivers.
The paper connects curvature positivity to rational connectedness in complex geometry.
problem Establishing a geometric criterion for rational connectedness.
method Uhlenbeck-Yau's continuity method applied to mean curvature positivity.
result Holomorphic tangent bundle mean curvature positivity is equivalent to rational connectedness of compact Kähler manifolds.
The paper proves geodesic connectedness for convex functions in space-times.
problem Geodesic connectedness of space-times and semi-Riemannian manifolds.
method Geometric-topological proofs for specific classes of space-times.
result Geodesic connectedness for null-disprisoning space-times and timelike strictly convex hypersurfaces.
Study shows connectedness of Bowditch boundary persists in long Dehn fillings.
problem Persistence of Bowditch boundary connectedness in Dehn fillings.
method Analysis of relatively hyperbolic group pairs and peripheral subgroups.
result Connectedness of Bowditch boundary persists in sufficiently long Dehn fillings without needing restrictions.
The paper studies complexes of hypersurfaces in homology classes and proves their connectedness and simple connectedness.
problem Investigating complexes of hypersurfaces in homology classes and proving their topological properties.
method Defining and analyzing simplicial complexes S†(M,φ) and T†(M,φ) for properly embedded hypersurfaces in n-manifolds, proving connectedness and simple connectedness. result Proves connectedness and simple connectedness of the complexes S†(M,φ) and T†(M,φ). Connectedness proved for Zd actions on 1D manifolds by C2 diffeomorphisms.
problem Connectedness of Zd actions by C2 diffeomorphisms on 1D manifolds. method Proved connectedness through continuous paths of C1+ac diffeomorphisms. result Connectedness of Zd actions by C2 diffeomorphisms on 1D manifolds. New conditions ensure geodesic connectedness of affine manifolds.
problem Ensuring geodesic connectedness in affine manifolds.
method New sufficient conditions for geodesic connectedness, weaker than previous work.
result Elementary proof of geodesic connectedness.
Connectedness constraint for sparse graph learning.
problem Learning sparse graphs often results in disconnected components.
method Formulated connectedness as a convex constraint.
result Connected sparse graphs can be learned from data.
In this paper we prove the path connectedness of the moduli spaces of metrics with positive isotropic curvature on certain compact four-dimensional manifolds.
This paper measures financial market resilience in China and identifies key uncertainties.
problem Measuring financial market resilience in China.
method Quantitative analysis of total financial market and sub-markets, Diebold-Yilmaz connectedness approach.
result Financial market resilience in China is event-driven and influenced by geopolitical risks, economic and trade policy uncertainty, and U.S.-China tensions.
This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.
problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.
Clusters on simple manifolds have connected boundaries.
problem Understanding the connectedness of boundaries of isoperimetric clusters.
method Analyzing isoperimetric clusters on simply connected homogeneous Riemannian manifolds.
result Clusters on such manifolds have connected boundaries.
We study the connectedness of the planar self-affine sets T(A,D) generated by an integer expanding matrix A with ∣det(A)∣=3 and a non-collinear digit set D={0,v,kAv} where k∈Z∖{0} and v∈Z2 such that {v,Av} is linearly independent. By chec…
A game on diagrams switches crossing directions to achieve connectedness.
problem Achieving connectedness in diagrams through crossing switches.
method Players switch crossing directions on regions of a diagram to achieve connectedness.
result Connectedness can be achieved through strategic crossing switches.
Work consists of introduction, two chapters, conclusion and four applications. In this work is examined the condition, with which the wave space metrics of Riemann- Cartan is the solution of Einstein equation in the void. Geometric structures were for this purpose studied on the differentiated variety: connectedness, c…
Connectedness of small clusters in Riemannian and Finsler manifolds proven.
problem Understanding connectedness of small clusters in Riemannian and Finsler manifolds.
method Proved connectedness and small diameter properties for clusters of small volume in both manifolds.
result Clusters in Riemannian manifolds are connected and have small diameter; in Finsler manifolds, they are at most m connected components of small diameter.
Study connectedness at infinity using p-harmonic functions.
problem Connectedness of manifolds at infinity.
method Using the theory of p-harmonic functions and eigenvalue maximization.
result If first eigenvalue achieves maximal value, manifold is connected at infinity.
Develops a new framework to measure network connectedness across and within markets.
problem Lack of flexible methods to measure network connectedness and its evolution.
method Allows network nodes to be connected in clusters, with shocks orthogonal across clusters and correlated within clusters.
result Demonstrates the effectiveness of the new framework in a detailed empirical analysis of equity markets.
Graph conditions ensure matching arc complexes are connected and hyperbolic.
problem Conditions for connectedness and hyperbolicity of matching arc complexes.
method Conditions on finite simplicial graphs guaranteeing connectedness and hyperbolicity of matching arc complexes.
result Conditions on finite simplicial graphs ensure connectedness and hyperbolicity of matching arc complexes.
New proof shows path-connectedness of actions on intervals and circles.
problem Path-connectedness of C1+ac actions of Zd. method New proof using C1 diffeomorphisms with absolutely continuous derivative. result Path-connectedness of the space of actions.
Study contact transformations for Legendrian circle bundles, extending previous work.
problem Determine the group of contact transformations for Legendrian circle bundles.
method Use connectedness of certain spaces of embeddings of surfaces into contact 3-manifolds.
result Extend and correct previous results on contact transformations.
Study shows regional banking uncertainty spillovers over 10 years.
problem Understanding uncertainty spillovers between regional banking systems.
method Improved Diebold-Yilmaz method using daily returns and ridge regularization.
result Regional uncertainty is significantly causally related, with North America influencing EU and ASEAN.
A new technique for the study of geodesic connectedness in a class of Lorentzian manifolds is introduced. It is based on arguments of Brouwer's topological degree for the solution of functional equations. It is shown to be very useful for multiwarped spacetimes, which include different types of relativistic spacetimes.
In the paper, we focus on the connectedness of planar self-affine sets T(A,D) generated by an integer expanding matrix A with ∣det(A)∣=3 and a collinear digit set D={0,1,b}v, where b>1 and v∈R2 such that {v,Av} is linearly independent. We discuss the domain of…
The paper proves rational connectedness for certain Kähler manifolds.
problem Rational connectedness of compact Kähler manifolds.
method Uniform weak RC-positivity of the tangent bundle.
result Compact Kähler manifolds with uniformly weakly RC-positive tangent bundles are projective and rationally connected.
Study finds significant but limited connections between cryptocurrencies and mainstream asset classes.
problem Investigating the relationship between cryptocurrencies and traditional asset classes.
method Granger-causality tests and forecast error variance decompositions to estimate connectedness.
result Less than 2.2% of cryptocurrency uncertainty is from non-crypto assets, and vice versa.
In this note we reduce the problem of geodesic connectedness in a wide class of Gödel type spacetimes to the search of critical points of a functional naturally involved in the study of geodesics in standard static spacetimes. Then, by using some known accurate results on the latter, we improve previous results on the …
In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as Maximum Entropy currently used to reconstruct credit networks severely underestimate the risk of contagion by assuming a trivial…
Not finitely presented group from CAT(0) cube complexes.
problem Identifying finitely presented groups.
method Developing techniques for proving non-simple connectedness of subcomplexes of CAT(0) cube complexes.
result Basilica Thompson group is not finitely presented.
We review geometrical properties of a static spacetime (M,g), including geodesic completeness, causality, standard splittings, compact M, closed geodesics and geodesic connectedness. We pay special attention to the critical quadratic behavior at infinity of the coefficients β, β−1 (β=−g(K,K), being K a …
The study describes how topological properties of Markov compacta can be inferred from their diagrammatic structures.
problem Detecting topological properties of Markov compacta using combinatorial diagrams.
method Developed a formalism to describe Markov compacta with finite sets of diagrams, linking topological properties to combinatorial structures.
result Topological properties of Markov compacta can be inferred from the combinatorial properties of their diagrams.
For a boundary-reducible 3-manifold M with ∂M a genus g surface, we show that if M admits a genus g+1 Heegaard surface S, then the disk complex of S is simply connected. Also we consider the connectedness of the complex of reducing spheres. We investigate the intersection of two reducing spheres…
Study introduces indecomposability for varifolds, leading to geometric consequences.
problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.