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Starting in September 2008, market regulators from stock markets across the world have introduced, at different points in time and for different periods of length, a ban on short-selling financial institution's shares. The argument for the bans is that short-selling increases the volatility and...
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probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure … future robustness. -- Contagion ; network models ; systemic risk ; liquidity risk ; financial crises …
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The global financial and the European debt crises categorized as Minsky's moments present the physical laboratory for studying contagion cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the euro debt crisis era, focuses on addressing the...
Persistent link: https://www.econbiz.de/10013022898
decomposition method that extracts an adjacency matrix from a multi-layer network, measured using banks' foreign exposures obtained … from the BIS international banking statistics. Based on this adjacency matrix, we develop a new network centrality measure …
Persistent link: https://www.econbiz.de/10012866642
decomposition method that extracts an adjacency matrix from a multi-layer network, measured using banks' foreign exposures obtained … from the BIS international banking statistics. Based on this adjacency matrix, we develop a new network centrality measure …
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