Object structure
Title:

A financial network analysis of the equity linkages in Poland

Group publication title:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Title in english:

Finansowa analiza sieciowa powiązań kapitałowych w Polsce

Creator:

Tomeczek, Artur F.

Subject and Keywords:

network analysis ; equity linkages ; PageRank ; modularity ; WIG ; analiza sieciowa ; powiązania kapitałowe ; Warszawski Indeks Giełdowy

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2021; vol. 65, nr 4, s. 129-143

Abstrakt:

This article aimed to examine the financial networks of equity linkages and cross-shareholdings between publicly listed companies in Poland (WIG20 and mWIG40) and to explore the changes that occurred in bank ownership because of the COVID-19 pandemic. The literature review revealed four main types of financial networks: cross-shareholding, correlation, debt, and Granger-causality. Four equity-based directed financial networks were constructed. The two key network measures used in this research are PageRank (risk exposure and network importance) and modularity class (community detection).

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2021

Resource Type:

artykuł

Resource Identifier:

doi:10.15611/pn.2021.4.08

Language:

pol ; eng

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2021; vol. 65, nr 4

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-SA 4.0

Location:

Uniwersytet Ekonomiczny we Wrocławiu

×

Citation

Citation style: