Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Interconnectedness in the interbank market

16 references·16 citing·37 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2009The Impact of Uncertainty Shocks5,941 cited
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
2000Financial Contagion3,393 cited
2008Liquidity and leverage2,557 cited
2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
2007The Impact of Uncertainty Shocks2,111 cited
2015Systemic Risk and Stability in Financial Networks1,958 cited
2014Financial Networks and Contagion1,222 cited
2005Liquidity Risk and Contagion879 cited
2011Complexity, concentration and contagion825 cited
2006Risk Assessment for Banking Systems636 cited
2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
2008Networks in Finance426 cited
2010Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices406 cited
2007Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures

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

396 cited

Cited by

2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle173 cited
2019Dynamic Interpretation of Emerging Risks in the Financial Sector164 cited
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions131 cited
2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative114 cited
2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets109 cited
2023Climate risk and financial systems: A nonlinear network connectedness analysis84 cited
2023Risk spillovers across geopolitical risk and global financial markets74 cited
2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach70 cited
2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network60 cited
2021The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness55 cited
2023Institutional investor information network, analyst forecasting and stock price crash risk49 cited
2021Connectedness and systemic risk of the banking industry along the Belt and Road47 cited
2020Research on China's financial systemic risk contagion under jump and heavy-tailed risk42 cited
2020From me to you: Measuring connectedness between Eurozone financial institutions41 cited
2020Time domain and frequency domain Granger causality networks: Application to China’s financial institutions40 cited
2019Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis32 cited