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Multilayer interbank networks and systemic risk propagation: Evidence from China
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Multilayer interbank networks and systemic risk propagation: Evidence from China (2023)Multilayer interbank networks and systemi…Systemic Risk in Financial Networks: A Survey (2021)Systemic Risk in Financial Ne…Quantification of systemic risk from overlapping portfolios in the financial system (2020)Quantification of systemic ri…Pathways towards instability in financial networks (2017)Pathways towards instability …Network models of financial systemic risk: a review (2017)Network models of financial s…Multiplex interbank networks and systemic importance: An application to European data (2016)Multiplex interbank networks …Multi-Layered Interbank Model For Assessing Systemic Risk (2016)Multi-Layered Interbank Model…Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks (2016)Interbank Contagion: An Agent…Transmission channels of systemic risk and contagion in the European financial network (2015)Transmission channels of syst…The multiplex structure of interbank networks (2015)The multiplex structure of in…The multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015)The multi-layer network natur…DebtRank: A Microscopic Foundation for Shock Propagation (2015)DebtRank: A Microscopic Found…Vulnerable banks (2014)Vulnerable banksStability analysis of financial contagion due to overlapping portfolios (2014)Stability analysis of financi…Interbank tiering and money center banks (2014)Interbank tiering and money c…Filling in the blanks: network structure and interbank contagion (2014)Filling in the blanks: networ…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Financial Contagion (2000)Systemic Risk in Financial Systems (2001)Estimating Trade Flows: Trading Partners and Trading Volumes * (2008)A Bayesian Methodology for Systemic Risk Assessment in Financial Networks (2016)Critical success factors of TQM, Six Sigma, Lean and Lean Six Sigma (2018)Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications (2018)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Systemic risk in banking ecosystems (2011)Overlapping portfolios, contagion, and financial stability (2014)Climate Risk and Financial Stability in the Network of Banks and Investment Funds (2019)The Product Space Conditions the Development of Nations (2007)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Climate Risks and Financial Stability (2020)Social physics (2022)Basel Committee On Banking Supervision (2010)Systemic Risk and Stability in Financial Networks (2015)RETRACTED: The impacts of climate policy uncertainty on stock markets: Comparison between China and the US (2023)Bank Runs, Deposit Insurance, and Liquidity (1983)Credit Cycles (1997)Systemic risk and bank size (2017)Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19 (2022)Climate risks and financial stability: Evidence from the European financial system (2023)Power-Law Distributions in Empirical Data (2009)An analysis of the literature on systemic financial risk: A survey (2016)Power-law distributions in empirical data (2018)Financial Intermediation and Delegated Monitoring (1984)Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Contagion in Financial Networks (2016)The General Theory of Employment, Interest and Money. (1936)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability (2017)A Survey of Fintech Research and Policy Discussion (2020)Supply Chain Risks of Critical Metals: Sources, Propagation, and Responses (2022)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Syndication, interconnectedness, and systemic risk (2017)MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)
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References

  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2014Vulnerable banks492 cited
  • 2014Stability analysis of financial contagion due to overlapping portfolios384 cited
  • 2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises321 cited
  • 2015The multiplex structure of interbank networks282 cited
  • 2017Pathways towards instability in financial networks239 cited
  • 2014Filling in the blanks: network structure and interbank contagion236 cited
  • 2021Systemic Risk in Financial Networks: A Survey183 cited
  • 2015Transmission channels of systemic risk and contagion in the European financial network171 cited
  • 2017Network models of financial systemic risk: a review156 cited
  • 2016Multiplex interbank networks and systemic importance: An application to European data150 cited
  • 2015DebtRank: A Microscopic Foundation for Shock Propagation149 cited
  • 2020Quantification of systemic risk from overlapping portfolios in the financial system120 cited
  • 2016Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks

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89 cited
  • 2016Multi-Layered Interbank Model For Assessing Systemic Risk87 cited
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