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摘要翻译：
公司之间的动态关系网络是包括当前经济危机在内的一连串经济失败的基础，可以从市场价值波动的相关性中推断出来。我们分析了相关网络的时间依赖性，以揭示金融、技术和基础材料部门之间的变化关系，随着市场的涨落和资源约束。金融部门联系其他弱耦合的经济部门，尤其是在经济衰退期间。这种联系增加了经济风险和连锁失败的程度。我们的结果表明，不同部门的金融服务之间的防火墙将在不阻碍经济增长的情况下降低系统风险。
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英文标题：
《Networks of Economic Market Interdependence and Systemic Risk》
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作者：
Dion Harmon, Blake Stacey, Yavni Bar-Yam and Yaneer Bar-Yam
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最新提交年份：
2010
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the network of correlations to reveal the changing relationships among the financial, technology, and basic materials sectors with rising and falling markets and resource constraints. The financial sector links otherwise weakly coupled economic sectors, particularly during economic declines. Such links increase economic risk and the extent of cascading failures. Our results suggest that firewalls between financial services for different sectors would reduce systemic risk without hampering economic growth.
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PDF链接：
https://arxiv.org/pdf/1011.3707
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