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FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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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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Interconnectedness, G-SIBs and network dynamics of global banking
Bongini, Paola; Clemente, Gian Paolo; Grassi, Rosanna - In: Finance research letters 27 (2018), pp. 185-192
Persistent link: https://www.econbiz.de/10012006853
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Systemic risk in bank-firm multiplex networks
Li, Shouwei; Liu, Yifu; Wu, Chaoqun - In: Finance research letters 33 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430977
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Financial networks and systemic risk in China's banking system
Sun, Lixin - In: Finance research letters 34 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012436507
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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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Do we need to consider multiple inter-bank linkages for systemic risk in China's banking industry? : analysis based on the multilayer network
Hu, Liqin; Gan, Yiran; Wen, Huailing - In: Finance research letters 51 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014288967
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Tail risk emanating from troubled European banking sectors
Javed, Farrukh; Sabzevari, Hassan; Virk, Nader - In: Finance research letters 43 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014632302