Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash
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References listed on IDEAS
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- Kuzubaş, Tolga Umut & Ömercikoğlu, Inci & Saltoğlu, Burak, 2014.
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- 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, vol. 40(C), pages 242-265.
- Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
More about this item
Keywordssystemic risk; financial regulation; financial crisis; BASEL III; systemically important financial institution; Turkey; IMF;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-20 (All new papers)
- NEP-ARA-2010-11-20 (MENA - Middle East & North Africa)
- NEP-BAN-2010-11-20 (Banking)
- NEP-CWA-2010-11-20 (Central & Western Asia)
- NEP-REG-2010-11-20 (Regulation)
- NEP-RMG-2010-11-20 (Risk Management)
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