The leverage game.
Fil: Aparicio, Diego H.. Universidad de San Andrés. Departamento de Economía; Argentina.
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| Formato: | Tesis Tesis de grado updatedVersion |
| Lenguaje: | Inglés |
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Universidad de San Andrés. Departamento de Economía
3/13
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| Acceso en línea: | http://hdl.handle.net/10908/774 |
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I37-R143-10908-7742025-01-29T16:34:41Z The leverage game. Aparicio, Diego H. Fraiman, Daniel Banks and banking -- Accounting -- Mathematical models. LinkFinancial statements -- Mathematical models. Bancos -- Contabilidad -- Modelos matemáticos. Estados financieros -- Modelos matemáticos. Fil: Aparicio, Diego H.. Universidad de San Andrés. Departamento de Economía; Argentina. This study uses individual bank’s balance sheet data from Argentina, Brazil, Mexico, South Africa, and Taiwan, to obtain cross-correlations over the time-series leverage ratio. A correlation-based filtering procedure is then implemented to obtain leveragebased networks. Results conclude that topological properties from graph theory describe a surprising similar pattern inside the network between countries. These leverage networks are complex and are characterized by heavy-tailed vertex degree distribution, which reveals the emergence of hubs and suggests the potential scale-free nature of the system. Finally, surrogated Monte Carlo simulations confirm that the complex networks, obtained through the filtering procedure, cannot be explained by chance alone. 3/13/2013 14:26Z 3/13/2013 14:26Z 2011 Tesis info:eu-repo/semantics/bachelorThesis info:ar-repo/semantics/tesis de grado info:eu-repo/semantics/updatedVersion Aparicio, D. H. (2011). The leverage game.. [Tesis de grado, Universidad de San Andrés. Departamento de Economía]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/774 T.L. Eco. 503 http://hdl.handle.net/10908/774 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía |
| institution |
Universidad de San Andrés |
| institution_str |
I-37 |
| repository_str |
R-143 |
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Repositorio Digital - Universidad de San Andrés (UdeSa) |
| language |
Inglés |
| topic |
Banks and banking -- Accounting -- Mathematical models. LinkFinancial statements -- Mathematical models. Bancos -- Contabilidad -- Modelos matemáticos. Estados financieros -- Modelos matemáticos. |
| spellingShingle |
Banks and banking -- Accounting -- Mathematical models. LinkFinancial statements -- Mathematical models. Bancos -- Contabilidad -- Modelos matemáticos. Estados financieros -- Modelos matemáticos. Aparicio, Diego H. The leverage game. |
| topic_facet |
Banks and banking -- Accounting -- Mathematical models. LinkFinancial statements -- Mathematical models. Bancos -- Contabilidad -- Modelos matemáticos. Estados financieros -- Modelos matemáticos. |
| description |
Fil: Aparicio, Diego H.. Universidad de San Andrés. Departamento de Economía; Argentina. |
| author2 |
Fraiman, Daniel |
| author_facet |
Fraiman, Daniel Aparicio, Diego H. |
| format |
Tesis Tesis de grado Tesis de grado updatedVersion |
| author |
Aparicio, Diego H. |
| author_sort |
Aparicio, Diego H. |
| title |
The leverage game. |
| title_short |
The leverage game. |
| title_full |
The leverage game. |
| title_fullStr |
The leverage game. |
| title_full_unstemmed |
The leverage game. |
| title_sort |
leverage game. |
| publisher |
Universidad de San Andrés. Departamento de Economía |
| publishDate |
3/13 |
| url |
http://hdl.handle.net/10908/774 |
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AT apariciodiegoh theleveragegame AT apariciodiegoh leveragegame |
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