Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets

Financial contagion effects of major crises in African stock markets

(2022) Jaliyyah Bello et al.   International Review of Financial Analysis

Analysis of risk correlations among stock markets during the COVID-19 pandemic

(2022) JunFeng Wu et al.   International Review of Financial Analysis

Dynamic spillovers and network structure among commodity, currency, and stock markets

(2021) Juan Carlos Reboredo et al.   RESOURCES POLICY

Covid-19 pandemic and spillover effects in stock markets: A financial network approach

(2021) Aristeidis Samitas et al.   International Review of Financial Analysis

The multilayer structure of corporate networks

(2019) J A van Lidth de Jeude et al.   NEW JOURNAL OF PHYSICS

The use of multilayer network analysis in animal behaviour

(2019) Kelly R. Finn et al.   ANIMAL BEHAVIOUR

Cooperative Epidemic Spreading on a Two-Layered Interconnected Network

(2018) Xiang Wei et al.   SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS

Using multiplex networks to capture the multidimensional nature of social structure

(2018) Sandra E. Smith-Aguilar et al.   PRIMATES

Extreme risk spillover network: application to financial institutions

(2017) Gang-Jin Wang et al.   QUANTITATIVE FINANCE

Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

(2016) Gang-Jin Wang et al.   Computational Economics

Demand and Congestion in Multiplex Transportation Networks

(2016) Philip S. Chodrow et al.   PLoS One

Analysis of Linkage Effects among Currency Networks Using REER Data

(2015) Haishu Qiao et al.   DISCRETE DYNAMICS IN NATURE AND SOCIETY

Multiplex networks in metropolitan areas: generic features and local effects

(2015) Emanuele Strano et al.   Journal of the Royal Society Interface

Ranking in interconnected multilayer networks reveals versatile nodes

(2015) Manlio De Domenico et al.   Nature Communications

Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

(2014) Daniel Fricke et al.   Computational Economics

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

The structure and dynamics of multilayer networks

(2014) S. Boccaletti et al.   PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS

The multiplex structure of interbank networks

(2014) L. Bargigli et al.   QUANTITATIVE FINANCE

Integrative Analysis of Many Weighted Co-Expression Networks Using Tensor Computation

(2014) Wenyuan Li et al.   PLoS Computational Biology

Taking sociality seriously: the structure of multi-dimensional social networks as a source of information for individuals

(2012) L. Barrett et al.   PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY B-BIOLOGICAL SCIENCES

Stock market networks: The dynamic conditional correlation approach

(2012) Štefan Lyócsa et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Multirelational organization of large-scale social networks in an online world

(2010) M. Szell et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

A double-threshold GARCH model of stock market and currency shocks on stock returns

(2008) Yung-Lieh Yang et al.   MATHEMATICS AND COMPUTERS IN SIMULATION