LETTER FROM THE PUBLISHER
Nick Carver - Infopro Digital
When we launched The Journal of Network Theory in Finance ﬁve years ago, we knew that we were taking on an exciting, but emerging, ﬁeld.
Unfortunately, we have not been able to sustain the level of submissions that we feel are necessary for publishing this journal in the “traditional” sense. As of 2021, The Journal of Network Theory in Finance will still exist online, and papers will be published as and when they are ready going forward. This will be the last fully formed issue, however.
The team would like to thank Kimmo Soramaki, thejournal’s ﬁrst Editor-in-Chief, for all of his hard work in the early years in helping to get this journal off the ground. We would also like to thank Tiziana Di Matteo for her stint as Editor, and Ron Berndsen for stepping in this year to help guide the journal to this point.
Please rest assured that the journal will continue to publish to the same standards as we move to online only. We welcome future submissions, ideas and suggestions.
Thank you to all of our subscribers for your continued support.
The authors explore the effects of market capitalization on the dynamics of cryptocurrencies within both returns and volatility networks and show that these cryptocurrencies exhibit scaling properties in volatility with respect to market capitalization.
In this paper, the authors review the different methods designed to estimate matrixes from their marginals and potentially exogenous information.
This paper analyzes how systemic risk structurally evolved between 2007 and 2017. The main contributions of the paper to the literature include the methodology, analysis and potential use for macroprudential policies.