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What are the most effective and vulnerable firms in financial crisis? : a network representation of CoVaR in an emerging market

Dastkhan, Hossein - In: International journal of financial engineering 6 (2019) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012028863

A review of systemic risk definition in financial systems : a special focus on network analysis

Dastkhan, Hossein - In: International journal of markets and business systems 5 (2024) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10015065995

What Are the Most Effective and Vulnerable Firms in Financial Crisis? A Network Representation of Co-Value at Risk in An Emerging Market

Dastkhan, Hossein - 2019

In the recent years, different systemic risk measures are developed to analyze the exposure of risk among different financial agents. Due to the potential of network theory in the analysis of the interconnections among non-linear complex systems, in this paper, financial networks are applied to...

Persistent link: https://www.econbiz.de/10012895063

Simulation of contagion in the stock markets using cross-shareholding networks : a case from an emerging market

Dastkhan, Hossein; Gharneh, Naser Shams - In: Computational economics 53 (2019) 3, pp. 1071-1101

Persistent link: https://www.econbiz.de/10012135110

Financial linkage via idiosyncratic shocks : a case in an emerging market

Dastkhan, Hossein; Rad, Hanieh Salehi - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 10, pp. 3347-3361

Persistent link: https://www.econbiz.de/10014321101