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Multilayer financial networks and systemic importance: Evidence from China · Study

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ArticleMultilayer financial networks and systemic importance: Evidence from China

Jie Cao2021

Article2021

Multilayer financial networks and systemic importance: Evidence from China

Jie Cao · Fenghua Wen · Eugene Stanley · Xiong Wang

85 citations·0/0 files stored·International Review of Financial Analysis

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Banking stability, regulation, efficiency Complex Network Analysis Techniques Complex Systems and Time Series Analysis

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References

2016CoVaR 2015Systemic Risk and Stability in Financial Networks 2011Systemic risk in banking ecosystems 2001Systemic Risk in Financial Systems 2017SRISK: A conditional capital shortfall measure of systemic risk 2014Financial Networks and Contagion 2010Contagion in financial networks 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk

Cited by

2024Climate risk and the systemic risk of banks: A global perspective 2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector 2023Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective 2023Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions 2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach 2023Systemic risk propagation in the Eurozone: A multilayer network approach

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Details

Year2021

Typearticle

Published2021-09-06

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations85

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.irfa.2021.101882

openalex_workW3196569328

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2022Concentrated commonalities and systemic risk in China's banking system: A contagion network approach