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Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach
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Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach (2023)Identification of systemically important …Interconnectedness and systemic risk of China's financial institutions (2017)Interconnectedness and system…TENET: Tail-Event driven NETwork risk (2016)TENET: Tail-Event driven NETw…Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRWhich are the SIFIs? A Component Expected Shortfall approach to systemic risk (2014)Which are the SIFIs? A Compon…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting (2008)A hybrid SOFM-SVR with a filt…Network models and financial stability (2007)Network models and financial …Liquidity Risk and Contagion (2005)Liquidity Risk and ContagionA tool for filtering information in complex systems (2005)A tool for filtering informat…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Investigating the structure of semantic networks in low and high creative persons (2014)Multifractal analysis of financial markets: a review (2019)Investigating the performance of exploratory graph analysis and traditional techniques to identify the number of latent factors: A simulation and tutorial. (2020)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Product Space Conditions the Development of Nations (2007)Systemic risk in banking ecosystems (2011)The Network of Global Corporate Control (2011)A Climate Stress-Test of the Financial System (2016)Climate Risks and Financial Stability (2020)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Systemic Risk and Stability in Financial Networks (2015)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Bank Runs, Deposit Insurance, and Liquidity (1983)Does Deposit Insurance Increase Banking System Stability? (2000)Financial Contagion (2000)Contagion in financial networks (2010)Liquidity Shortages and Banking Crises (2002)Financial Networks and Contagion (2012)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)Random matrix approach to cross correlations in financial data (2002)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2016CoVaR2,490 cited
  • 1999Hierarchical structure in financial markets2,104 cited
  • 2016Measuring Systemic Risk1,901 cited
  • 2001Systemic Risk in Financial Systems1,364 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 Risk945 cited
  • 2007Network models and financial stability934 cited
  • 2005Liquidity Risk and Contagion930 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2008A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting257 cited
  • 2017Interconnectedness and systemic risk of China's financial institutions228 cited
  • 2014

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Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
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