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Hoffmann De Quadros, Vanessa; González-Avella, Juan Carlos - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 27-41

Persistent link: https://www.econbiz.de/10011561382

The role of (non-)topological features as drivers of systemic risk: a machine learning approach

Alexandre, Michel; Silva, Thiago Christiano; … - 2021

Persistent link: https://www.econbiz.de/10012990279

Does default pecking order impact systemic risk? : evidence from Brazilian data

Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - 2021

Persistent link: https://www.econbiz.de/10012990304

Contagious defaults in interbank networks

Elminejad, Ali - In: Finance a úvěr 72 (2022) 2, pp. 104-123

Persistent link: https://www.econbiz.de/10013271540

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

Inhomogeneous financial networks and contagious links

Amini, Hamed; Minca, Andreea - In: Operations research 64 (2016) 5, pp. 1109-1120

Persistent link: https://www.econbiz.de/10011594660

Contagious defaults in inter-bank networks

Elminejad, Mohammad Ali - 2018

This paper investigates systemic risk and contagion processes in the inter-bank network using network science methods. The inter-bank network consisting 10 banks, similar to the real world inter-bank networks, is studied to understand the contagion process in the network regarding changes in the...

Persistent link: https://www.econbiz.de/10011949714

An optimization model for minimizing systemic risk

Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; … - In: Mathematics and financial economics 15 (2021) 1, pp. 103-129

Persistent link: https://www.econbiz.de/10012433633

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

Nestedness in the Brazilian financial system

Alexandre, Michel; Xavier, Felipe Jordão; Silva, … - 2022

Persistent link: https://www.econbiz.de/10013461254