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~accessRights:"restricted"
~subject:"Contagion effect"
~subject:"Systemrisiko"
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Contagion effect
Systemrisiko
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Amini, Hamed
5
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ECONIS (ZBW)
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1
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
2
Systemic risk assessment using complex networks approach : evidence from the Brazilian (re)insurance market
Carvalho, João Vinícius de França
;
Guimarães, …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014451484
Saved in:
3
Systemic risk and financial networks
Li, Bingqing
;
Zhang, Xiaoyuan
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 25-36
Persistent link: https://www.econbiz.de/10014494651
Saved in:
4
Temporal networks and financial contagion
Franch, Fabio
;
Nocciola, Luca
;
Vouldis, Angelos
- In:
Journal of financial stability
71
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014533555
Saved in:
5
Identification of the contagion effect in China's financial market uncertainties : a multiscale and dynamic perspective
Wang, Xinya
;
Xu, Xin
;
Rong, Xueyun
;
Xuan, Siyuan
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1340-1362
Persistent link: https://www.econbiz.de/10014535470
Saved in:
6
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events
Hsiao, Cody Yu-Ling
;
Chiu, Yi-Bin
- In:
Journal of international money and finance
144
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014551381
Saved in:
7
Network formation and heterogeneous risks
Cabrales, Antonio
;
Gottardi, Piero
-
2024
Persistent link: https://www.econbiz.de/10014534947
Saved in:
8
Measurement and contagion modelling of systemic risk in China's financial sectors : evidence for functional data analysis and complex network
Tian, Sihua
;
Li, Shaofang
;
Gu, Qinen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014470541
Saved in:
9
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
10
Systemic risk propagation in the Eurozone : a multilayer network approach
Foglia, Matteo
;
Pacelli, Vincenzo
;
Wang, Gang-Jin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 332-346
Persistent link: https://www.econbiz.de/10014474536
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