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Network centrality and funding rates in the e-MID interbank market
16 references·3 citing·38 second hop
Network centrality and funding rates in the e-MID interbank market (2016)Network centrality and funding rates in t…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Interbank tiering and money center banks (2014)Interbank tiering and money c…The effect of the interbank network structure on contagion and common shocks (2013)The effect of the interbank n…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Complexity, concentration and contagion (2011)Complexity, concentration and…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Lending relationships in the interbank market (2008)Lending relationships in the …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 Lending and Systemic Risk (1996)Interbank Lending and Systemi…Power and Centrality: A Family of Measures (1987)Power and Centrality: A Famil…Factoring and weighting approaches to status scores and clique identification (1972)Factoring and weighting appro…A New Status Index Derived from Sociometric Analysis (1953)A New Status Index Derived fr…Reservation Rates in Interbank Money Markets (2023)Reservation Rates in Interban…Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach (2020)Citation likelihood analysis …Empirical Analyses of Networks in Finance (2018)Empirical Analyses of Network…Some effects of certain communication patterns on group performance. (1951)Networks as the Pipes and Prisms of the Market (2001)Structural vs. relational embeddedness: social capital and managerial performance (2005)On Network Theory (2011)The Product Space Conditions the Development of Nations (2007)Systemic risk in banking ecosystems (2011)Climate Risks and Financial Stability (2020)Social physics (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)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)Credit Rationing in Markets with Imperfect Information (1981)Financial Contagion (2000)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)Does deposit insurance increase banking system stability? An empirical investigation (2002)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Networks and Contagion (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Measuring Political Sophistication (1987)A Relational View of Information Seeking and Learning in Social Networks (2003)Social Movements and Networks (2003)A computational model of trust and reputation (2003)Dynamics of Dyads in Social Networks: Assortative, Relational, and Proximity Mechanisms (2010)Interbank Exposures: Quantifying the Risk of Contagion (2003)Understanding the Soft Budget Constraint (2003)Where the Risks Lie: A Survey on Systemic Risk (2015)
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References

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  • 1972Factoring and weighting approaches to status scores and clique identification3,212 cited
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  • 2007A network analysis of the Italian overnight money market556 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2008Lending relationships in the interbank market429 cited

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  • 2013The effect of the interbank network structure on contagion and common shocks383 cited
  • Cited by

    • 2018Empirical Analyses of Networks in Finance36 cited
    • 2023Reservation Rates in Interbank Money Markets32 cited
    • 2020Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach17 cited