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A return spillover network perspective analysis of Chinese financial institutions’ systemic importance
16 references·0 citing·39 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1972Factoring and weighting approaches to status scores and clique identification3,212 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2012Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR658 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets613 cited
  • 2014Financial Network Systemic Risk Contributions559 cited

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2013
The effect of the interbank network structure on contagion and common shocks
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