@misc{Tomeczek_Artur_F._A_2021,
 author={Tomeczek, Artur F.},
 identifier={DOI: 10.15611/pn.2021.4.08},
 year={2021},
 rights={Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy},
 description={Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2021; vol. 65, nr 4, s. 129-143},
 publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu},
 language={pol},
 language={eng},
 abstract={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).},
 title={A financial network analysis of the equity linkages in Poland},
 type={artykuł},
 keywords={network analysis, equity linkages, PageRank, modularity, WIG, analiza sieciowa, powiązania kapitałowe, Warszawski Indeks Giełdowy},
}