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Citations for "Mapping systemic risk in the international banking network"

by Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna

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  1. Spelta, Alessandro & Araújo, Tanya, 2012. "The topology of cross-border exposures: Beyond the minimal spanning tree approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5572-5583.
  2. Trapp, Monika & Wewel, Claudio, 2013. "Transatlantic systemic risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4241-4255.
  3. Galbiati, Marco & Soramäki, Kimmo, 2012. "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 609-626.
  4. Minoiu, Camelia & Reyes, Javier A., 2013. "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(2), pages 168-184.
  5. Galina Hale, 2011. "Bank Relationships, Business Cycles, and Financial Crises," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
  6. Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
  7. Hałaj, Grzegorz & Kok, Christoffer, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series, European Central Bank 1506, European Central Bank.
  8. Gross, Marco & Kok, Christoffer, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series, European Central Bank 1570, European Central Bank.
  9. Morten L. Bech & Carl T. Bergstrom & Rodney J. Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
  10. Tobias Adrian & Daniel Covitz & Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  11. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
  12. Alessandro Spelta & Tanya Ara\'ujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Papers 1205.5675, arXiv.org.
  13. Trapp, Monika & Wewel, Claudio, 2013. "Transatlantic systemic risk," CFR Working Papers 12-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
  14. Alessandro Spelta & Tanya Araujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2012/19, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  15. Tanya Araùjo & Alessandro Spelta, 2013. "Structural changes in cross-border liabilities: a multidimensional approach," DEM Working Papers Series 050, University of Pavia, Department of Economics and Management.
  16. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(5), pages 453-470.
  17. Alessandro Spelta & Tanya Ara\'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
  18. Paolo Giudici & Alessandro Spelta, 2013. "Graphical network models for international financial flows," DEM Working Papers Series 052, University of Pavia, Department of Economics and Management.
  19. Trapp, Monika & Wewel, Claudio, 2012. "Transatlantic systemic risk," CFR Working Papers 12-10, University of Cologne, Centre for Financial Research (CFR).
  20. Alesia Kalbaska, 2013. "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena, Department of Economics, University of Siena 680, Department of Economics, University of Siena.
  21. Tomas Adam & Sona Benecka & Ivo Jansky, 2012. "Time-Varying Betas of Banking Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 485-504, December.
  22. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 40(C), pages 242-265.
  23. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.