Transfer-Entropy- and Hawkes-Process-Driven Dynamic Measurement of Cross-Border Financial Risk Contagion in Directed, Weighted Networks.

Lei An, Jinping Dai

Abstract read

In one paragraph

Article in Entropy (Basel, Switzerland), 2026. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it

0cells of the map it votes in

0citing papers in PubMed

–field-weighted citation impact

1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Lei AnSchool of Finance, Nanjing Audit University, Nanjing 211815, China.ORCID 0000-0001-7019-2552

Jinping DaiSchool of Economics, Nankai University, Tianjin 300071, China.

Funding

National Natural Science Foundation of China (Youth Program) 12301602National Social Science Foundation of China (Post-funding Program) 22FJLB33

6 · The paper itself

Abstract

Quantifying the direction, strength and temporal clustering of cross-border financial risk contagion calls for methods that go beyond linear correlation. We suggest a two-layer framework that brings together transfer entropy and a multivariate Hawkes self-exciting point process on a time-varying, directed, weighted network. In the first layer, one-to-one transfer entropies of sovereign credit default swap spreads are estimated with a bias-corrected

Indexed as

cross-border financial contagiondirected weighted networkHawkes processsovereign credit default swapsystemic risktransfer entropyvon Neumann graph entropy

Identifiers

PMID42649682

DOI10.3390/e28080887

PMCPMC13511827

What OpenQuestion holds

Textmetadata

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.