network for the period 2000-2010. We find that production has become increasingly fragmented, although the degree of … would instead gain from a strengthening of the European production network …

interconnected banking systems and channel financial distress within a network consisting of banking systems of main advanced …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a …-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …