Browsing Journal Articles by Author "Chakrabarti, Anindya S"

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    • The origin of return correlation networks 

      Banerjee, Anirban; Chakrabarti, Arnab; Chakrabarti, Anindya S (Oxford University Press, 2024-04-05)
      Financial networks are constructed from asset price comovements. There is a large literature that takes these networks as given, for example, for portfolio optimization. But what exactly is the origin of these networks? ...

    • ‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets 

      Chakrabarti, Anindya S; Mishra, Abinash; Srivastava, Pranjal (Taylor & Francis, 2021-12-09)
      Several measures have been recently developed in the financial networks literature to quantify the vulnerabilities of firms in specific markets for risk management. However, firms are often active in multiple asset markets ...