A motif-based decomposition of quantile risk networks shows that local triadic topology and orbit-position diversity carry portfolio-relevant information missed by aggregate connectedness, with motif-based portfolios outperforming benchmarks and positional diversity marking tail transmitters.
Isaiah Andrews, James H
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
A two-stage econometric framework detects contagion across 18 G20 equity markets and attributes significant links to one of five channels using transfer entropy, IV-2SLS, LASSO, local projections, and sensitivity analysis over eight crisis sub-periods.
citing papers explorer
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A Motif-Based Framework for Decomposing Risk Spillovers
A motif-based decomposition of quantile risk networks shows that local triadic topology and orbit-position diversity carry portfolio-relevant information missed by aggregate connectedness, with motif-based portfolios outperforming benchmarks and positional diversity marking tail transmitters.
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What Drives Contagion? Identifying and Attributing Cross-Border Transmission Mechanisms
A two-stage econometric framework detects contagion across 18 G20 equity markets and attributes significant links to one of five channels using transfer entropy, IV-2SLS, LASSO, local projections, and sensitivity analysis over eight crisis sub-periods.