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Structure and dynamics of the global financial network
9 references·1 citing·37 second hop
Structure and dynamics of the global financial network (2016)Structure and dynamics of the global fina…Monitoring vulnerability and impact diffusion in financial networks (2017)Monitoring vulnerability and …Network structure analysis of the Brazilian interbank market (2016)Network structure analysis of…Network centrality measures and systemic risk: An application to the Turkish financial crisis (2014)Network centrality measures a…Finding the core: Network structure in interbank markets (2014)Finding the core: Network str…An empirical study of the Mexican banking system’s network and its implications for systemic risk (2014)An empirical study of the Mex…An Empirical Study of the Mexican Banking System's Network and Its Implications for Systemic Risk (2012)An Empirical Study of the Mex…The role of banks in the Brazilian interbank market: Does bank type matter? (2008)The role of banks in the Braz…A network analysis of the Italian overnight money market (2007)A network analysis of the Ita…Cross-border bank contagion in EuropeCross-border bank contagion i…Portfolio optimization based on network topology (2018)Portfolio optimization based …Factoring and weighting approaches to status scores and clique identification (1972)Financial Contagion (2000)Systemic Risk in Financial Systems (2001)Financial networks, bank efficiency and risk-taking (2016)Networks of volatility spillovers among stock markets (2017)A study of systemic risk of global stock markets under COVID-19 based on complex financial networks (2020)Inside the black box: What explains differences in the efficiencies of financial institutions? (1997)Government Ownership of Banks (2002)A financial network perspective of financial institutions’ systemic risk contributions (2016)Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Early-warning signals of topological collapse in interbank networks (2013)Multiplex interbank networks and systemic importance: An application to European data (2016)Network models of financial systemic risk: a review (2017)Network models and financial stability (2007)Power-Law Distributions in Empirical Data (2009)Contagion in Financial Networks (2015)Leveraging the Network: A Stress-Test Framework Based on DebtRank (2015)Systemic Risk and Stability in Financial Networks (2015)A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks (2016)Systemic risk in financial systems: A feedback approach (2017)Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks (2020)Systemic risk in banking ecosystems (2011)Systemic risk measures (2015)Application of systemic risk measurement methods: A systematic review and meta-analysis using a network approach (2018)The drivers of systemic risk in financial networks: a data-driven machine learning analysis (2021)Portfolio Selection: Efficient Diversification of Investments (1959)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)Interbank Exposures: Quantifying the Risk of Contagion (2003)The Network of Global Corporate Control (2011)A network analysis of global banking: 1978–2010 (2013)The effect of the interbank network structure on contagion and common shocks (2013)An analysis of the literature on systemic financial risk: A survey (2016)A New Metric for Banking Integration in Europe (2009)Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis (2015)Are banking shocks contagious? Evidence from the eurozone (2018)
this work references cited by second hop

References

  • 2007A network analysis of the Italian overnight money market556 cited
  • 2014An empirical study of the Mexican banking system’s network and its implications for systemic risk228 cited
  • 2014Finding the core: Network structure in interbank markets220 cited
  • 2008The role of banks in the Brazilian interbank market: Does bank type matter?98 cited
  • 2014Network centrality measures and systemic risk: An application to the Turkish financial crisis85 cited
  • 2016Network structure analysis of the Brazilian interbank market77 cited
  • n.d.Cross-border bank contagion in Europe60 cited
  • 2012An Empirical Study of the Mexican Banking System's Network and Its Implications for Systemic Risk55 cited
  • 2017Monitoring vulnerability and impact diffusion in financial networks47 cited

Cited by

  • 2018Portfolio optimization based on network topology73 cited

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