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Interconnectedness and systemic risk of China's financial institutions

Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012114699

Dynamical macroprudential stress testing using network theory

Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181

Persistent link: https://www.econbiz.de/10011544421

Multilayer financial networks and systemic importance : evidence from China

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252484

Measuring the systemic risk in indirect financial networks

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098

Persistent link: https://www.econbiz.de/10013373362

Connectedness and systemic risk of the banking industry along the Belt and Road

Wang, Gang-Jin; Feng, Yusen; Xiao, Yufeng; Zhu, You; … - In: Journal of management science and engineering 7 (2022) 2, pp. 303-329

This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels...

Persistent link: https://www.econbiz.de/10013272974

Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries

Feng, Yusen; Wang, Gang-Jin; Zhu, You; Chi, Xie - In: Emerging markets review 55 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014481080

Systemic risk prediction using machine learning : does network connectedness help prediction?

Wang, Gang-Jin; Chen, Yan; Zhu, You; Chi, Xie - In: International review of financial analysis 93 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014543427

Systemic risk propagation in the Eurozone : a multilayer network approach

Foglia, Matteo; Pacelli, Vincenzo; Wang, Gang-Jin - In: International review of economics & finance : IREF 88 (2023), pp. 332-346

Persistent link: https://www.econbiz.de/10014474536

Bearish vs Bullish risk network : a Eurozone financial system analysis

Foglia, Matteo; Addi, Abdelhamid; Wang, Gang-Jin; … - In: Journal of international financial markets, … 77 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013357111