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The relationship structure of global exchange rate based on network analysis
Cao, Hongduo; Guo, Zerui; Li, Ying; Ran, Zhouzhou - In: Journal of mathematical finance 10 (2020) 1, pp. 58-76
Persistent link: https://www.econbiz.de/10012545310
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NetMES : a network based marginal expected shortfall measure
Hashem, Shatha Qamhieh; Giudici, Paolo - In: The journal of network theory in finance 2 (2016) 3, pp. 1-36
Persistent link: https://www.econbiz.de/10011668564
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Credit risk in interbank networks
Hoffmann De Quadros, Vanessa; González-Avella, Juan Carlos - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011561382
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The role of (non-)topological features as drivers of systemic risk: a machine learning approach
Alexandre, Michel; Silva, Thiago Christiano; … - 2021
Persistent link: https://www.econbiz.de/10012990279
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Does default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - 2021
Persistent link: https://www.econbiz.de/10012990304
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Contagious defaults in interbank networks
Elminejad, Ali - In: Finance a úvěr 72 (2022) 2, pp. 104-123
Persistent link: https://www.econbiz.de/10013271540
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Inhomogeneous financial networks and contagious links
Amini, Hamed; Minca, Andreea - In: Operations research 64 (2016) 5, pp. 1109-1120
Persistent link: https://www.econbiz.de/10011594660
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Contagious defaults in inter-bank networks
Elminejad, Mohammad Ali - 2018
This paper investigates systemic risk and contagion processes in the inter-bank network using network science methods. The inter-bank network consisting 10 banks, similar to the real world inter-bank networks, is studied to understand the contagion process in the network regarding changes in the...
Persistent link: https://www.econbiz.de/10011949714
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Nestedness in the Brazilian financial system
Alexandre, Michel; Xavier, Felipe Jordão; Silva, … - 2022
Persistent link: https://www.econbiz.de/10013461254
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Modeling risk contagion in the Italian zonal electricity market
Fianu, Emmanuel Senyo; Ahelegbey, Daniel Felix; Grossi, … - In: European journal of operational research : EJOR 298 (2022) 2, pp. 656-679
Persistent link: https://www.econbiz.de/10013206890