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Sebastian Heise

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Heise
Suffix:
RePEc Short-ID:phe592
http://campuspress.yale.edu/sebastianheise/
Terminal Degree:2016 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Research and Statistics Group
Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/research/
RePEc:edi:rfrbnus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mary Amiti & Sebastian Heise & Fatih Karahan & Aysegul Sahin, 2022. "Pass-Through of Wages and Import Prices Has Increased in the Post-COVID Period," Liberty Street Economics 20220823, Federal Reserve Bank of New York.
  2. Sebastian Heise & Tommaso Porzio, 2022. "Labor Misallocation Across Firms and Regions," NBER Working Papers 30298, National Bureau of Economic Research, Inc.
  3. Sebastian Heise & Tommaso Porzio, 2021. "The Aggregate and Distributional Effects of Spatial Frictions," NBER Working Papers 28792, National Bureau of Economic Research, Inc.
  4. Mary Amiti & Sebastian Heise & Aidan Wang, 2021. "High Import Prices along the Global Supply Chain Feed Through to U.S. Domestic Prices," Liberty Street Economics 20211108, Federal Reserve Bank of New York.
  5. Mary Amiti & Sebastian Heise, 2021. "Has Market Power of U.S. Firms Increased?," Liberty Street Economics 20210621a, Federal Reserve Bank of New York.
  6. Mary Amiti & Sebastian Heise, 2021. "U.S. Market Concentration and Import Competition," Staff Reports 968, Federal Reserve Bank of New York.
  7. David Dam & Sebastian Heise & Davide Melcangi & Will Schirmer, 2021. "Many Small Businesses in the Services Sector Are Unlikely to Reopen," Liberty Street Economics 20210505, Federal Reserve Bank of New York.
  8. Rajashri Chakrabarti & Sebastian Heise & Davide Melcangi & Maxim L. Pinkovskiy & Giorgio Topa, 2020. "How Did State Reopenings Affect Small Businesses?," Liberty Street Economics 20200921, Federal Reserve Bank of New York.
  9. Sebastian Heise, 2020. "How Did China’s COVID-19 Shutdown Affect U.S. Supply Chains?," Liberty Street Economics 20200512, Federal Reserve Bank of New York.
  10. Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2020. "The Missing Inflation Puzzle: The Role of the Wage-Price Pass-Through," NBER Working Papers 27663, National Bureau of Economic Research, Inc.
  11. Rajashri Chakrabarti & Sebastian Heise & Davide Melcangi & Maxim L. Pinkovskiy & Giorgio Topa, 2020. "Did State Reopenings Increase Consumer Spending?," Liberty Street Economics 20200918b, Federal Reserve Bank of New York.
  12. Sebastian Heise & Tommaso Porzio, 2019. "Spatial Wage Gaps and Frictional Labor Markets," Staff Reports 898, Federal Reserve Bank of New York.
  13. Mary Amiti & Sebastian Heise & Noah Kwicklis, 2019. "The Impact of Import Tariffs on U.S. Domestic Prices," Liberty Street Economics 20190104, Federal Reserve Bank of New York.
  14. Sebastian Heise & Justin R. Pierce & Georg Schaur & Peter K. Schott, 2019. "Trade Policy Uncertainty May Affect the Organization of Firms’ Supply Chains," Liberty Street Economics 20191106, Federal Reserve Bank of New York.
  15. Sebastian Heise, 2019. "Firm-to-Firm Relationships and the Pass-Through of Shocks: Theory and Evidence," Staff Reports 896, Federal Reserve Bank of New York.
  16. Sebastian Heise & Tommaso Porzio, 2018. "The Invisible Border between East and West Germany," 2018 Meeting Papers 605, Society for Economic Dynamics.
  17. Sebastian Heise & Aysegul Sahin & Fatih Karahan, 2018. "Job Ladder, Wages, and Prices," 2018 Meeting Papers 428, Society for Economic Dynamics.
  18. Mary Amiti & Sebastian Heise & Noah Kwicklis, 2018. "Will New Steel Tariffs Protect U.S. Jobs?," Liberty Street Economics 20180419, Federal Reserve Bank of New York.
  19. Peter Schott & Justin Pierce & Georg Schaur & Sebastian Heise, 2017. "Trade Policy Uncertainty and the Structure of Supply Chains," 2017 Meeting Papers 788, Society for Economic Dynamics.
  20. Sebastian Heise, 2017. "Bargaining Power in Firm-to-Firm Relationships - ‎Two Methodologies to Detect Outliers in the Census Trade Data," CES Technical Notes Series 17-03, Center for Economic Studies, U.S. Census Bureau.
  21. Sebastian Heise, 2016. "Firm-to-Firm Relationships and Price Rigidity - Theory and Evidence," CESifo Working Paper Series 6226, CESifo.
  22. Sebastian Heise & Reimer Kuehn, 2012. "Derivatives and Credit Contagion in Interconnected Networks," Papers 1202.3025, arXiv.org.

Articles

  1. S. Heise & R. Kühn, 2012. "Derivatives and credit contagion in interconnected networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 85(4), pages 1-19, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sebastian Heise & Tommaso Porzio, 2021. "The Aggregate and Distributional Effects of Spatial Frictions," NBER Working Papers 28792, National Bureau of Economic Research, Inc.

    Cited by:

    1. Barbara Boelmann & Anna Raute & Uta Schönberg, 2021. "Wind of Change? Cultural Determinants of Maternal Labor Supply," ECONtribute Discussion Papers Series 090, University of Bonn and University of Cologne, Germany.

  2. Rajashri Chakrabarti & Sebastian Heise & Davide Melcangi & Maxim L. Pinkovskiy & Giorgio Topa, 2020. "How Did State Reopenings Affect Small Businesses?," Liberty Street Economics 20200921, Federal Reserve Bank of New York.

    Cited by:

    1. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.

  3. Sebastian Heise, 2020. "How Did China’s COVID-19 Shutdown Affect U.S. Supply Chains?," Liberty Street Economics 20200512, Federal Reserve Bank of New York.

    Cited by:

    1. Khalil, Makram & Weber, Marc-Daniel, 2021. "Chinese supply chain shocks," MPRA Paper 110356, University Library of Munich, Germany.

  4. Sebastian Heise & Fatih Karahan & Ayşegül Şahin, 2020. "The Missing Inflation Puzzle: The Role of the Wage-Price Pass-Through," NBER Working Papers 27663, National Bureau of Economic Research, Inc.

    Cited by:

    1. Jorge Davalos & Ekkehard Ernst, 2021. "How has labour market power evolved? Comparing labour market monopsony in Peru and the United States," Papers 2103.15183, arXiv.org.
    2. Chi-Young Choi & Soojin Jo, 2020. "How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities," Globalization Institute Working Papers 398, Federal Reserve Bank of Dallas.
    3. Carrasco, Raquel & García Pérez, J. Ignacio & Jimeno, Juan F., 2020. "Worker flows and wage dynamics: estimating wage growth without composition effects," UC3M Working papers. Economics 31567, Universidad Carlos III de Madrid. Departamento de Economía.
    4. Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021. "The changing link between labor cost and price inflation in the United States," Working Paper Series 2583, European Central Bank.
    5. Christodoulopoulou, Styliani & Kouvavas, Omiros, 2022. "Wages, compositional effects and the business cycle," Working Paper Series 2653, European Central Bank.
    6. Gómez Múnoz, Wilman Arturo & Posada Posada, Carlos Esteban & Rhenals Monterrosa, Remberto, 2021. "Caída y convergencia mundial de las tasas de inflación," Borradores Departamento de Economía 019618, Universidad de Antioquia - CIE.
    7. Richard H. Clarida, 2022. "The Federal Reserve's New Framework: Context and Consequences," Finance and Economics Discussion Series 2022-001, Board of Governors of the Federal Reserve System (U.S.).
    8. Emanuel Kohlscheen & Richhild Moessner, 2021. "Globalisation and the Decoupling of Inflation from Domestic Labour Costs," CESifo Working Paper Series 9281, CESifo.
    9. Kouvavas, Omiros & Osbat, Chiara & Reinelt, Timo & Vansteenkiste, Isabel, 2021. "Markups and inflation cyclicality in the euro area," Working Paper Series 2617, European Central Bank.

  5. Rajashri Chakrabarti & Sebastian Heise & Davide Melcangi & Maxim L. Pinkovskiy & Giorgio Topa, 2020. "Did State Reopenings Increase Consumer Spending?," Liberty Street Economics 20200918b, Federal Reserve Bank of New York.

    Cited by:

    1. Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021. "Big data and machine learning in central banking," BIS Working Papers 930, Bank for International Settlements.
    2. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.

  6. Sebastian Heise & Tommaso Porzio, 2019. "Spatial Wage Gaps and Frictional Labor Markets," Staff Reports 898, Federal Reserve Bank of New York.

    Cited by:

    1. Sven Wardenburg & Thomas Brenner, 2020. "How to improve the quality of life in peripheral and lagging regions by policy measures? Examining the effects of two different policies in Germany," Journal of Regional Science, Wiley Blackwell, vol. 60(5), pages 1047-1073, November.
    2. Busch, Christopher & Krueger, Dirk & Ludwig, Alexander & Popova, Irina & Iftikhar, Zainab, 2020. "Should Germany have built a new wall? Macroeconomic lessons from the 2015-18 refugee wave," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 28-55.
    3. Shutters, Shade T. & Seibert, Holger & Alm, Bastian & Waters, Keith, 2021. "Industry interconnectedness and regional economic growth in Germany," IAB-Discussion Paper 202107, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    4. Emmler, Julian & Fitzenberger, Bernd, 2020. "The role of unemployment and job change when estimating the returns to migration," IAB-Discussion Paper 202037, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    5. Christian Moser & Farzad Saidi & Benjamin Wirth & Stefanie Wolter, 2021. "Credit Supply, Firms, and Earnings Inequality," ECONtribute Discussion Papers Series 086, University of Bonn and University of Cologne, Germany.
    6. Hao, Tongtong & Sun, Ruiqi & Tombe, Trevor & Zhu, Xiaodong, 2020. "The effect of migration policy on growth, structural change, and regional inequality in China," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 112-134.
    7. Iacopo Morchio & Christian Moser, 2021. "The Gender Pay Gap:Micro Sources and Macro Consequences," Bristol Economics Discussion Papers 21/751, School of Economics, University of Bristol, UK.
    8. Samuel Nocito & Marcello Sartarelli & Francesco Sobbrio, 2021. "A Beam of Light: Media, Tourism & Economic Development," CESifo Working Paper Series 9055, CESifo.
    9. Iacopo Morchio & Christian Moser, 2019. "The Gender Gap: Micro Sources and Macro Consequences," 2019 Meeting Papers 143, Society for Economic Dynamics.
    10. Samuel Nocito & Marcello Sartarelli & Francesco Sobbrio, 2022. "A Beam of Light: Media, Tourism and Economic Development," Working Papers 2/22, Sapienza University of Rome, DISS.
    11. Kirchberger, Martina, 2021. "Measuring internal migration," Regional Science and Urban Economics, Elsevier, vol. 91(C).
    12. Jia, Ning & Molloy, Raven & Smith, Christopher L. & Wozniak, Abigail, 2022. "The Economics of Internal Migration: Advances and Policy Questions," IZA Discussion Papers 15047, Institute of Labor Economics (IZA).
    13. Emmler, Julian & Fitzenberger, Bernd, 2020. "The Role of Unemployment and Job Change When Estimating the Returns to Migration," IZA Discussion Papers 13740, Institute of Labor Economics (IZA).
    14. Jung, Philip & Korfmann, Philipp & Preugschat, Edgar, 2021. "Optimal Regional Labor Market Policies," IZA Discussion Papers 14204, Institute of Labor Economics (IZA).

  7. Mary Amiti & Sebastian Heise & Noah Kwicklis, 2019. "The Impact of Import Tariffs on U.S. Domestic Prices," Liberty Street Economics 20190104, Federal Reserve Bank of New York.

    Cited by:

    1. Mary Amiti & Stephen J. Redding & David E. Weinstein, 2019. "The Impact of the 2018 Tariffs on Prices and Welfare," Journal of Economic Perspectives, American Economic Association, vol. 33(4), pages 187-210, Fall.

  8. Sebastian Heise, 2019. "Firm-to-Firm Relationships and the Pass-Through of Shocks: Theory and Evidence," Staff Reports 896, Federal Reserve Bank of New York.

    Cited by:

    1. Zheng Wang, 2021. "Blame the Foreigners? Exports and Sulfur Dioxide Emissions in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(2), pages 279-309, October.
    2. Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019. "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers 03/19, School of Economics and Business Administration, University of Navarra.
    3. Cédric Duprez & Glenn Magerman, 2019. "Price Updating with Production Networks," Working Papers ECARES 2019-07, ULB -- Universite Libre de Bruxelles.
    4. Michael Devereux & Wei Dong & Ben Tomlin, 2019. "Trade Flows and Exchange Rates: Importers, Exporters and Products," Staff Working Papers 19-41, Bank of Canada.
    5. Cedric Duprez & Glenn Magerman, 2018. "Price Updating in Production Networks," Working Paper Research 352, National Bank of Belgium.
    6. Mary Amiti & Sebastian Heise, 2021. "U.S. Market Concentration and Import Competition," Staff Reports 968, Federal Reserve Bank of New York.
    7. ARATA Yoshiyuki & MIYAKAWA Daisuke, 2022. "Demand Shock Propagation Through an Input-output Network in Japan," Discussion papers 22027, Research Institute of Economy, Trade and Industry (RIETI).

  9. Sebastian Heise & Tommaso Porzio, 2018. "The Invisible Border between East and West Germany," 2018 Meeting Papers 605, Society for Economic Dynamics.

    Cited by:

    1. Henkel, Marcel & Seidel, Tobias & Südekum, Jens, 2019. "Fiscal transfers in the spatial economy," DICE Discussion Papers 322, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    2. Barbara Boelmann & Anna Raute & Uta Schönberg, 2020. "Wind of Change? Cultural Determinants of Maternal Labor Supply," Working Papers 914, Queen Mary University of London, School of Economics and Finance.
    3. Boelmann, Barbara & Raute, Anna & Schönberg, Uta, 2020. "Wind of Change? Cultural Determinants of Maternal Labor Supply," IAB-Discussion Paper 202030, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    4. Barbara Boelmann & Anna Raute & Uta Schönberg, 2020. "Wind of Change? Cultural Determinants of Maternal Labor Supply," CReAM Discussion Paper Series 2020, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.

  10. Peter Schott & Justin Pierce & Georg Schaur & Sebastian Heise, 2017. "Trade Policy Uncertainty and the Structure of Supply Chains," 2017 Meeting Papers 788, Society for Economic Dynamics.

    Cited by:

    1. Grant Bickwit & Emanuel Ornelas & John L. Turner, 2018. "Preferential trade agreements and global sourcing," CEP Discussion Papers dp1581, Centre for Economic Performance, LSE.
    2. Cajal-Grossi, Julia & Macchiavello, Rocco & Noguera, Guillermo, 2019. "International buyers' sourcing and suppliers markups in Bangladeshi garments," LSE Research Online Documents on Economics 102612, London School of Economics and Political Science, LSE Library.
    3. Yi Che & Yi Lu & Justin R. Pierce & Peter K. Schott & Zhigang Tao, 2016. "Does Trade Liberalization with China Influence U.S. Elections?," Finance and Economics Discussion Series 2016-039, Board of Governors of the Federal Reserve System (U.S.).
    4. Gervais, Antoine, 2020. "Global Sourcing under Uncertainty," MPRA Paper 102285, University Library of Munich, Germany.
    5. Jakubik, Adam & Stolzenburg, Victor, 2019. "Footloose global value chains: How trade costs make a difference," WTO Staff Working Papers ERSD-2019-11, World Trade Organization (WTO), Economic Research and Statistics Division.
    6. Xiaoping Chen, 2019. "The future of free trade agreements: a Singapore perspective," International Journal of Economic Policy Studies, Springer, vol. 13(1), pages 259-271, January.
    7. Frank Pisch, 2020. "Managing global production: theory and evidence from just-in-time supply chains," CEP Discussion Papers dp1689, Centre for Economic Performance, LSE.
    8. Bacchetta, Marc & Bekkers, Eddy & Piermartini, Roberta & Rubinova, Stela & Stolzenburg, Victor & Xu, Ankai, 2021. "COVID-19 and global value chains: A discussion of arguments on value chain organization and the role of the WTO," WTO Staff Working Papers ERSD-2021-3, World Trade Organization (WTO), Economic Research and Statistics Division.

  11. Sebastian Heise, 2016. "Firm-to-Firm Relationships and Price Rigidity - Theory and Evidence," CESifo Working Paper Series 6226, CESifo.

    Cited by:

    1. Pawel Krolikowski & Andrew H. McCallum, 2016. "Goods-Market Frictions and International Trade," Working Papers (Old Series) 1635, Federal Reserve Bank of Cleveland.
    2. Andrew B. Bernard & Andreas Moxnes, 2018. "Networks and Trade," NBER Working Papers 24556, National Bureau of Economic Research, Inc.
    3. Tim Schmidt-Eisenlohr & Ryan Monarch, 2015. "Learning and the Value of Relationships in International Trade," 2015 Meeting Papers 668, Society for Economic Dynamics.
    4. Colin J. Hottman & Ryan Monarch, 2018. "Estimating Unequal Gains across U.S. Consumers with Supplier Trade Data," International Finance Discussion Papers 1220, Board of Governors of the Federal Reserve System (U.S.).
    5. Cajal-Grossi, Julia & Macchiavello, Rocco & Noguera, Guillermo, 2019. "International buyers' sourcing and suppliers markups in Bangladeshi garments," LSE Research Online Documents on Economics 102612, London School of Economics and Political Science, LSE Library.
    6. Alan Finkelstein Shapiro & Andres Gonzalez Gomez & Jessica Roldan-Pena & Victoria Nuguer, 2018. "Price Dynamics and the Financing Structure of Firms in Emerging Economies," 2018 Meeting Papers 339, Society for Economic Dynamics.
    7. Fariha Kamal & Ryan Monarch, 2018. "Identifying foreign suppliers in U.S. import data," Review of International Economics, Wiley Blackwell, vol. 26(1), pages 117-139, February.
    8. Martin, Julien & Mejean, Isabelle & Parenti, Mathieu, 2020. "Relationship stickiness, international trade, and economic uncertainty," CEPR Discussion Papers 15609, C.E.P.R. Discussion Papers.
    9. Atle Oglend & Frank Asche & Hans‐Martin Straume, 2022. "Estimating Pricing Rigidities in Bilateral Transactions Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 209-227, January.
    10. George A. Kahn & Nicholas Sly, 2017. "Subsiding Headwinds from the Strong Dollar: Evidence from Producer Prices along the Supply Chain," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-6, July.
    11. Ryan Monarch & Tim Schmidt-Eisenlohr, 2017. "Learning and the Value of Trade Relationships," International Finance Discussion Papers 1218, Board of Governors of the Federal Reserve System (U.S.).

  12. Sebastian Heise & Reimer Kuehn, 2012. "Derivatives and Credit Contagion in Interconnected Networks," Papers 1202.3025, arXiv.org.

    Cited by:

    1. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
    2. Zha, Yiling & Power, David & Tantisantiwong, Nongnuch, 2020. "The cross-country transmission of credit risk between sovereigns and firms in Asia," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 309-320.
    3. Tathagata Banerjee & Zachary Feinstein, 2018. "Impact of Contingent Payments on Systemic Risk in Financial Networks," Papers 1805.08544, arXiv.org, revised Dec 2018.
    4. Pierre Paga & Reimer Kuhn, 2014. "Contagion in an interacting economy," Papers 1409.2625, arXiv.org, revised Mar 2015.
    5. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    6. Diego Aparicio & Daniel Fraiman, 2015. "Banking Networks And Leverage Dependence In Emerging Countries," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(07n08), pages 1-21, November.
    7. Vuillemey, Guillaume & Peltonen, Tuomas A., 2015. "Disentangling the bond–CDS nexus: A stress test model of the CDS market," Economic Modelling, Elsevier, vol. 49(C), pages 32-45.
    8. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
    9. Shanshan Jiang & Hong Fan & Min Xia, 2018. "Credit Risk Contagion Based on Asymmetric Information Association," Complexity, Hindawi, vol. 2018, pages 1-11, July.
    10. Marco Bardoscia & Fabio Caccioli & Juan Ignacio Perotti & Gianna Vivaldo & Guido Caldarelli, 2016. "Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-12, October.
    11. Lei Shi & Neil Allan & John Evans & Yin Yun, 2018. "Significance of Controllable and Uncontrollable Drivers in Credit Defaults," Economic Papers, The Economic Society of Australia, vol. 37(1), pages 30-41, March.
    12. Andreas Muhlbacher & Thomas Guhr, 2018. "Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations," Papers 1803.00261, arXiv.org.
    13. Brunnermeier, M. & Clerc, L. & Scheicher, M., 2013. "Assessing contagion risks in the CDS market," Financial Stability Review, Banque de France, issue 17, pages 123-134, April.
    14. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    15. Diego Aparicio & Daniel Fraiman, 2015. "Banking Networks and Leverage Dependence: Evidence from Selected Emerging Countries," Papers 1507.01901, arXiv.org.
    16. Clerc, L. & Gabrieli, S. & Kern, S. & El Omari, Y., 2014. "Monitoring the European CDS Market through Networks: Implications for Contagion Risks," Working papers 477, Banque de France.
    17. Steffen Schuldenzucker & Sven Seuken & Stefano Battiston, 2020. "Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks," Management Science, INFORMS, vol. 66(5), pages 1981-1998, May.
    18. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
    19. Mehdi Mili, 2018. "Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 133-143, March.
    20. Annika Birch & Tomaso Aste, 2014. "Systemic Losses Due to Counter Party Risk in a Stylized Banking System," Papers 1402.3688, arXiv.org.
    21. Andreas Mühlbacher & Thomas Guhr, 2018. "Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations," Risks, MDPI, vol. 6(2), pages 1-25, April.
    22. Chen, Tingqiang & Wang, Jiepeng & Liu, Haifei & He, Yuanping, 2019. "Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 458-480.
    23. Wang, Lei & Li, Shouwei & Chen, Tingqiang, 2019. "Investor behavior, information disclosure strategy and counterparty credit risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 37-49.
    24. Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series 12-E-15, Institute for Monetary and Economic Studies, Bank of Japan.

Articles

  1. S. Heise & R. Kühn, 2012. "Derivatives and credit contagion in interconnected networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 85(4), pages 1-19, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-INT: International Trade (7) 2017-10-15 2019-01-14 2020-02-10 2020-02-24 2020-06-29 2021-05-31 2021-11-29. Author is listed
  2. NEP-COM: Industrial Competition (4) 2018-09-03 2019-11-11 2021-05-31 2021-06-28
  3. NEP-URE: Urban & Real Estate Economics (4) 2018-09-17 2019-11-11 2020-03-23 2021-05-24
  4. NEP-IND: Industrial Organization (3) 2017-04-23 2021-05-31 2021-06-28
  5. NEP-CWA: Central & Western Asia (2) 2021-05-31 2021-11-29
  6. NEP-DGE: Dynamic General Equilibrium (2) 2019-11-11 2020-03-23
  7. NEP-EUR: Microeconomic European Issues (2) 2018-09-17 2019-11-11
  8. NEP-GEO: Economic Geography (2) 2020-03-23 2021-05-24
  9. NEP-LAB: Labour Economics (2) 2019-11-11 2021-05-24
  10. NEP-CNA: China (1) 2020-06-29
  11. NEP-CTA: Contract Theory & Applications (1) 2017-04-23
  12. NEP-HRM: Human Capital & Human Resource Management (1) 2020-03-23
  13. NEP-MIG: Economics of Human Migration (1) 2019-11-11
  14. NEP-OPM: Open Economy Macroeconomics (1) 2019-11-11
  15. NEP-PAY: Payment Systems & Financial Technology (1) 2020-10-05

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