The Credit Suisse crisis in 2023 generated important variations in the stock market, and a lot of discussions about the potential contagion effects with other systemic banks. We use the Extended Joint Connectedness measure based on Diebold and Yilmaz (2008, 2012) approach to study this effect....

In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...

In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...