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Revisiting the link between systemic risk and competition based on network theory and interbank exposures
Bátiz-Zuk, Enrique; Lara-Sánchez, José L. - 2021
This paper examines the link between bank competition measures and risk indicators using quarterly interbank exposures … competition and individual bank solvency risk. In this paper, we take one step forward in analyzing the relationship between … competition and systemic risk. We use counterfactual bank-level contagion risk indicators as a proxy of systemic risk to assess …
Persistent link: https://www.econbiz.de/10012796834
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International Monetary Coordination and the Financial Crisis : A Network Analysis
Sbia, Rashid - 2017
banks: The Bank of England, Bank of Japan, European Central Bank and Federal Reserve Bank. We calculate the time …
Persistent link: https://www.econbiz.de/10012960072
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Panic and propagation in 1873 : a network analytic approach
Ladley, Dan; Rousseau, Peter L. - In: Journal of banking & finance 151 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014463064
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Chapter 11. Empirical Analyses of Networks in Finance
Iori, Giulia; Mantegna, Rosario N. - In: Handbook of computational economics : Volume 4: …, (pp. 637-685). 2018
The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to better understand how instabilities can propagate through the financial system. The literature is today quite vast, covering both theoretical and empirical aspects. This review...
Persistent link: https://www.econbiz.de/10014024356
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Rationale to the crisis of Nokia smartphone portfolio
Anwar, Ch. Mahmood - In: International journal of management, economics and … 3 (2014) 3, pp. 122-124
Persistent link: https://www.econbiz.de/10010403713
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Network topography and default contagion in China's financial system
Fittje, Jens Christian; Wagner, Helmut - 2020
question using network theory. We find that networks that are more concentrated are less fragile when connectivity is low … robust. This robustness persists even when a medium sized bank defaults. …
Persistent link: https://www.econbiz.de/10012436164
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Turbulence in the Russian economy management system
Askerov, Pulat F.; Novichkov, Andrey V.; Novichkov, … - In: International journal of economics and financial issues … 6 (2016) 1, pp. 233-238
Persistent link: https://www.econbiz.de/10011780933
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OTC Microstructure in a Period of Stress : A Multi‑Layered Network Approach
Joseph, Andreas - 2019
Bank (SNB) to remove the Swiss franc‑euro exchange rate floor on 15 January 2015. Building on new methodology based on the …
Persistent link: https://www.econbiz.de/10012861348
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Transaction network structural shift under crisis : macro and micro perspectives
Alamsyah, Andry; Ramadhani, Dian Puteri; Kristanti, … - In: Economies : open access journal 10 (2022) 3, pp. 1-12
highly interconnected financial entities. Shocks in a bank might trigger loss, induce spillovers, provoke a contagion shock … evaluating a bank as an individual. In this approach, individual banks and their transaction activities are modeled into a …
Persistent link: https://www.econbiz.de/10013164518
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Commercial and banking credit network in Uruguay
Barón, Andrea; Landaberry, María Victoria; Lluberas, … - 2020
Persistent link: https://www.econbiz.de/10012505091