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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 …
Persistent link: https://www.econbiz.de/10013310450
to the study of systemic risk. Network theory and agent-based simulation have been used to investigate complex banking … European banking system as accurately as possible. We extend the existing network approach by adding the ability to model banks …
Persistent link: https://www.econbiz.de/10012950338
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As the UK and the EU prepare to start negotiations for Brexit, it is important for both sides to comprehend the full extent of the consequences of this process. In this paper, we employ an agent based simulation framework in order to test for the short-term and long-term effects of Brexit on...
Persistent link: https://www.econbiz.de/10012928060
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We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a … the European sovereign debt crisis and how it is reflected in network statistics and systemic risk measures. Illustrating …
Persistent link: https://www.econbiz.de/10010411283
contributions. For the purposes of surveillance and regulation of financial systems, network dependencies in extreme risks are more … in estimated network statistics and systemic risk measures. Finally, our evidence provides an indication that the …
Persistent link: https://www.econbiz.de/10011414705
allocation of external assets that minimizes systemic risk varies with the topology of the financial network as long as asset …
Persistent link: https://www.econbiz.de/10013082656