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Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis : evidence from Japan
Wang, Haibo - In: International review of financial analysis 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014544027
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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
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Spillover effects of banking systemic risk on firms in China : a financial cycle analysis
Jing, Zhongbo; Liu, Zhidong; Qi, Liyao; Zhang, Xuan - In: International review of financial analysis 82 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013426511
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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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Concentrated commonalities and systemic risk in China's banking system : a contagion network approach
Shi, Qing; Sun, Xiaoqi; Jiang, Yile - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455031
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Crossborder financial contagion to Germany : how important are OTC dealers?
Podlich, Natalia; Wedow, Michael - In: International review of financial analysis 33 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010520093
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Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhang, Wei - In: International review of financial analysis 72 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
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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