Multi-layered network structure: Relationship between financial and macroeconomic dynamics

@article{Sharma2018MultilayeredNS,
  title={Multi-layered network structure: Relationship between financial and macroeconomic dynamics},
  author={Kiran Sharma and Anindya Sundar Chakrabarti and Anirban Chakraborti},
  journal={arXiv: Economics},
  year={2018},
  pages={117-131}
}
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables such as trade, foreign direct investments, etc. for several countries across the globe. The temporal scales of the dynamics of the financial variables and the macroeconomic fundamentals are very different, which make the empirical linkage even more interesting… Expand
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