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Measuring contagion risk in international banking · Study

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ArticleMeasuring contagion risk in international banking

Stefan Avdjiev2019

OA

Articlegreen2019

Measuring contagion risk in international banking

Stefan Avdjiev · Paolo Giudici · Alessandro Spelta

78 citations·0/0 files stored·Journal of Financial Stability

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Banking stability, regulation, efficiency Complex Network Analysis Techniques Credit Risk and Financial Regulations

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2012The Network Origins of Aggregate Fluctuations 2000Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk 2009A framework for assessing the systemic risk of major financial institutions 2010Simulation methods to assess the danger of contagion in interbank markets 2014Vulnerable banks

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Details

Year2019

Typearticle

Published2019-05-17

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations78

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jfs.2019.05.014

openalex_workW2946483200

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2020Credit risk and financial integration: An application of network analysis

2020Network VAR Models to Measure Financial Contagion

2018CoRisk: Credit Risk Contagion with Correlation Network Models