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Structure and causality relations in a global network of financial companies
16 references·0 citing·39 second hop
Structure and causality relations in a global network of financial companies (2013)Structure and causality relations in a gl…An empirical study of the Mexican banking system’s network and its implications for systemic risk (2014)An empirical study of the Mex…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Default Cascades: When Does Risk Diversification Increase Stability? (2011)Default Cascades: When Does R…Complexity, concentration and contagion (2011)Complexity, concentration and…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Contagion in financial networks (2010)Contagion in financial networ…Network models and financial stability (2007)Network models and financial …A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Interbank Credit Lines as a Channel of Contagion (2006)Interbank Credit Lines as a C…Financial Networks: Contagion, Commitment, and Private Sector Bailouts (2005)Financial Networks: Contagion…Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Dynamics of market correlatio…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…Dynamic asset trees and portfolio analysis (2002)Dynamic asset trees and portf…Analysing the information flow between financial time series (2002)Analysing the information flo…The economy as an evolving network (1997)The economy as an evolving ne…The Product Space Conditions the Development of Nations (2007)Systemic risk in banking ecosystems (2011)Climate Risks and Financial Stability (2020)Social physics (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Standardization, Compatibility, and Innovation (1985)Financial Contagion (2000)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)A network analysis of global banking: 1978–2010 (2013)MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Network of Global Corporate Control (2011)Rethinking the financial network (2013)Strategic and operational management of organizational resilience: Current state of research and future directions (2015)Hierarchical structure in financial markets (1999)Noise Dressing of Financial Correlation Matrices (1999)Networks of equities in financial markets (2004)A network perspective of the stock market (2010)Correlation, hierarchies, and networks in financial markets (2010)The Economy as an Evolving Complex System II (2018)Credit Rationing in Markets with Imperfect Information (1981)Market Liquidity and Funding Liquidity (2008)How likely is contagion in financial networks? (2014)Stability analysis of financial contagion due to overlapping portfolios (2014)Contagion in Financial Networks (2016)Input-output analysis foundations and extensions (2009)Network Structure and Systemic Risk in Banking Systems (2013)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections (2007)Widespread Worry and the Stock Market (2010)RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy (2019)Does deposit insurance increase banking system stability? An empirical investigation (2002)Where the Risks Lie: A Survey on Systemic Risk (2015)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk in Financial Systems (2001)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Interbank Exposures: Quantifying the Risk of Contagion (2003)The effect of the interbank network structure on contagion and common shocks (2013)
this work references cited by second hop

References

  • 2010Contagion in financial networks1,143 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2002Analysing the information flow between financial time series448 cited
  • 2005Financial Networks: Contagion, Commitment, and Private Sector Bailouts390 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2011Default Cascades: When Does Risk Diversification Increase Stability?292 cited
  • 1997The economy as an evolving network244 cited
  • 2014An empirical study of the Mexican banking system’s network and its implications for systemic risk228 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited

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2006
Interbank Credit Lines as a Channel of Contagion
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