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Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: Applied economics 51 (2019) 59, pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
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Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard During the European Crisis
Beltratti, Andrea - 2015
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …
Persistent link: https://www.econbiz.de/10013022926
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Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
Beltratti, Andrea - 2015
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …
Persistent link: https://www.econbiz.de/10012457516
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The role of media coverage in measuring the systemic risk of Chinese financial institutions
Dong, Minghua; Xiong, Xiong; Li, Xiao - In: Applied economics 53 (2021) 53, pp. 6138-6152
Persistent link: https://www.econbiz.de/10012650388
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Systemic risk and financial system network using financial risk meter : the case of Vietnam
Nguyen, Phuong Anh; Nhu Phuong Nguyen; Huu Minh Duc Le - In: Applied economics 56 (2024) 9, pp. 1012-1034
Persistent link: https://www.econbiz.de/10014446476
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The impact of risk spillover network-based multidimensional systemic risks on the real economy
Chen, Na; Jin, Xiu; Xin, Baogui - In: Applied economics 56 (2024) 54, pp. 6972-6985
Persistent link: https://www.econbiz.de/10015074493
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Financial Connections and Systemic Risk
Allen, Franklin - 2010
. Upon the arrival of a signal about banks' future defaults, investors update their expectations of bank solvency. If their …
Persistent link: https://www.econbiz.de/10012462480
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Systemic Risk and Stability in Financial Networks
Acemoglu, Daron - 2013
We provide a framework for studying the relationship between the financial network architecture and the likelihood of systemic failures due to contagion of counterparty risk. We show that financial contagion exhibits a form of phase transition as interbank connections increase: as long as the...
Persistent link: https://www.econbiz.de/10012459934
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Systemic Risk and Stability in Financial Networks
Acemoglu, Daron - 2013
We provide a framework for studying the relationship between the financial network architecture and the likelihood of systemic failures due to contagion of counterparty risk. We show that financial contagion exhibits a form of phase transition as interbank connections increase: as long as the...
Persistent link: https://www.econbiz.de/10013087886
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Financial Connections and Systemic Risk
Allen, Franklin - 2010
. Upon the arrival of a signal about banks' future defaults, investors update their expectations of bank solvency. If their …
Persistent link: https://www.econbiz.de/10013141271