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Dynamic identification of systemically important financial markets in the spread of contagion : a ripple network based collective spillover effect approach
Su, Zhi; Xu, Fuwei - In: Journal of multinational financial management 60 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012794690
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Identifying systemically important financial institutions : a network approach
Rovira Kaltwasser, Pablo; Spelta, Alessandro - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 155-185
Persistent link: https://www.econbiz.de/10011993457
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Directed clustering coefficient as a measure of systemic risk in complex banking networks
Tabak, Benjamin Miranda; Takami, Marcelo Yoshio; Rocha, … - 2011
Persistent link: https://www.econbiz.de/10009531693
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The impact of COVID-19 on the dynamic topology and network flow of world stock markets
Memon, Bilal Ahmed; Yao, Hongxing - In: Journal of open innovation : technology, market, and … 7 (2021) 4, pp. 1-18
market. We present a thorough investigation of 58 world stock market networks using a complex network approach spanning … world stock market indices to construct dynamic complex networks and sixteen minimum spanning tree (MST) maps for the period …Studies examining the impact of COVID-19 using network dynamics are scant and tend to evaluate a specific local stock …
Persistent link: https://www.econbiz.de/10012696006
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Robustness of banking networks to idiosyncratic and systemic shocks : a network-based approach
Steinbacher, Matjaž; Steinbacher, Mitja; Steinbacher, Matej - In: Journal of economic interaction and coordination : JEIC 11 (2016) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10011486189
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Complex financial networks and systemic risk : a review
Bougheas, Spiros P.; Kirman, Alan P. - In: Complexity and geographical economics : topics and tools, (pp. 115-139). 2015
Persistent link: https://www.econbiz.de/10011407649
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Network Versus Portfolio Structure in Financial Systems
Kobayashi, Teruyoshi - 2013
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
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Unstable Financial Networks
Moysan, Gwenaël - 2010
This paper argues that financial links between agents may lead to the resilience or to the contagion of financial distress. Our model details the real effects of agents' beliefs on the resilience of the economy. When the economy is connected enough, it is subject to an unstable equilibrium. Our...
Persistent link: https://www.econbiz.de/10013150505
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Network Models of Financial Systemic Risk : A Review
Caccioli, Fabio - 2017
The global financial system can be represented as a large complex network in which banks, hedge funds and other … attention has been paid to the understanding of the mechanisms that can lead to a breakdown of this network. This can happen … risk. We focus in particular on network approaches, such as models of default cascades due to bilateral exposures or to …
Persistent link: https://www.econbiz.de/10012944014
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Complex Financial Networks and Systemic Risk : A Review
Bougheas, Spiros - 2014
review is on studies that use network analysis paying special attention to those that apply complex analysis techniques …
Persistent link: https://www.econbiz.de/10013054029