SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Credit Default Swaps networks and systemic risk
16 references·0 citing·46 second hopsampled
Credit Default Swaps networks and systemic risk (2014)Credit Default Swaps networks and systemi…Assessing Contagion Risks from the CDS Market (2020)Assessing Contagion Risks fro…Default Cascades in Complex Networks: Topology and Systemic Risk (2013)Default Cascades in Complex N…Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation (2013)Cascading Failures in Bi-part…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Derivatives and credit contagion in interconnected networks (2012)Derivatives and credit contag…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Systemic risk in banking ecosystems (2011)Systemic risk in banking ecos…STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS (2011)STRESS TESTING THE RESILIENCE…Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity (2011)Quasi real time early warning…Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks (2010)Too Interconnected To Fail: F…Correlation, hierarchies, and networks in financial markets (2010)Correlation, hierarchies, and…Contagion in financial networks (2010)Contagion in financial networ…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Networks of equities in financial markets (2004)Networks of equities in finan…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Time-dependent cross-correlations between different stock returns: A directed network of influence (2002)Time-dependent cross-correlat…Network models and financial stability (2007)Stability analysis of financial contagion due to overlapping portfolios (2014)Evolutionary games on multilayer networks: a colloquium (2015)An analysis of the literature on systemic financial risk: A survey (2016)Existence of an Equilibrium for a Competitive Economy (1954)Existence of an equilibrium for a competitive economy (2008)Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)A Climate Stress-Test of the Financial System (2016)The Product Space Conditions the Development of Nations (2007)The Network of Global Corporate Control (2011)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Climate Risks and Financial Stability (2020)Hierarchical structure in financial markets (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)A network analysis of the Italian overnight money market (2007)The Econometrics of Financial Markets (2012)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Complex network-based time series analysis (2007)A network perspective of the stock market (2010)Correlation of financial markets in times of crisis (2011)Noise Dressing of Financial Correlation Matrices (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Network structure of multivariate time series (2015)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Risk, Uncertainty and Monetary Policy (2011)A Survey of Systemic Risk Analytics (2012)A NEW MEASURE OF RANK CORRELATION (1938)Liquidity Risk and Expected Stock Returns (2003)Market Liquidity and Funding Liquidity (2008)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Systemic Risk and Stability in Financial Networks (2015)CoVaR (2016)Financial Contagion (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk in Financial Systems (2001)Financial Networks and Contagion (2012)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,703 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,538 cited
  • 2011Systemic risk in banking ecosystems1,510 cited
  • 2010Contagion in financial networks1,163 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk945 cited
  • 2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity477 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2004Networks of equities in financial markets403 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2013Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation237 cited
  • 2013Default Cascades in Complex Networks: Topology and Systemic Risk176 cited
  • 2002Time-dependent cross-correlations between different stock returns: A directed network of influence165 cited
  • 2011STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS86 cited
  • 2010Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks74 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2012
Derivatives and credit contagion in interconnected networks
37 cited
  • 2020Assessing Contagion Risks from the CDS Market27 cited
  • Cited by

    No citing works inside the corpus for this window.