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Monitoring Banking System Connectedness with Big Data

Citations

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  2. Enzo D'Innocenzo & André Lucas & Anne Opschoor & Xingmin Zhang, 2024. "Heterogeneity and dynamics in network models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 150-173, January.
  3. Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024. "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, vol. 136(C).
  4. Craig, Ben & Karamysheva, Madina & Salakhova, Dilyara, 2023. "Do market-based networks reflect true exposures between banks?," Working Paper Series 2867, European Central Bank.
  5. Qaisar Ali & Hakimah Yaacob & Shazia Parveen & Zaki Zaini, 2021. "Big data and predictive analytics to optimise social and environmental performance of Islamic banks," Environment Systems and Decisions, Springer, vol. 41(4), pages 616-632, December.
  6. Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024. "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, vol. 244(2).
  7. Zhang, Xingmin & Zhang, Shuai & Lu, Liping, 2022. "The banking instability and climate change: Evidence from China," Energy Economics, Elsevier, vol. 106(C).
  8. Morshadul Hasan & Ariful Hoque & Thi Le, 2023. "Big Data-Driven Banking Operations: Opportunities, Challenges, and Data Security Perspectives," FinTech, MDPI, vol. 2(3), pages 1-26, July.
  9. Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022. "Sector connectedness in the Chinese stock markets," Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
  10. Gillmann, Niels & Okhrin, Ostap, 2025. "Adaptive local VAR for dynamic economic policy uncertainty spillover," Economic Modelling, Elsevier, vol. 148(C).
  11. Niels Gillmann & Ostap Okhrin, 2023. "Adaptive local VAR for dynamic economic policy uncertainty spillover," Papers 2302.02808, arXiv.org.
  12. Lastrapes, William D. & Wiesen, Thomas F.P., 2025. "Regional bank failures and volatility transmission," Journal of Financial Stability, Elsevier, vol. 78(C).
  13. Christis Katsouris, 2021. "Optimal Portfolio Choice and Stock Centrality for Tail Risk Events," Papers 2112.12031, arXiv.org.
  14. Shamim, Saqib & Zeng, Jing & Shafi Choksy, Umair & Shariq, Syed Muhammad, 2020. "Connecting big data management capabilities with employee ambidexterity in Chinese multinational enterprises through the mediation of big data value creation at the employee level," International Business Review, Elsevier, vol. 29(6).
  15. Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
  16. Ge, S., 2020. "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics 20115, Faculty of Economics, University of Cambridge.
  17. Tingguo Zheng & Hongyin Zhang & Shiqi Ye, 2024. "Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network," Papers 2405.02575, arXiv.org, revised Oct 2024.
  18. Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024. "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  19. Haitham Nobanee & Mehroz Nida Dilshad & Mona Al Dhanhani & Maitha Al Neyadi & Sultan Al Qubaisi & Saeed Al Shamsi, 2021. "Big Data Applications the Banking Sector: A Bibliometric Analysis Approach," SAGE Open, , vol. 11(4), pages 21582440211, December.
  20. Everett Grant & Julieta Yung, 2025. "Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(2), pages 111-130, March.
  21. Sergey A. Vasiliev & Irina A. Nikonova & Olga S. Miroshnichenko, 2022. "Banks, Financial Platforms and Big Data: Development Trends and Regulation Directions," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 105-119, October.
  22. Linda Mhalla & Julien Hambuckers & Marie Lambert, 2022. "Extremal connectedness of hedge funds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 988-1009, August.
  23. Huidong Sun & Mustafa Raza Rabbani & Muhammad Safdar Sial & Siming Yu & José António Filipe & Jacob Cherian, 2020. "Identifying Big Data’s Opportunities, Challenges, and Implications in Finance," Mathematics, MDPI, vol. 8(10), pages 1-19, October.
  24. Allen N. Berger & John Sedunov, 2024. "The Life Cycle of Systemic Risk and Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(8), pages 1923-1961, December.
  25. Zhang, Xingmin & Zhang, Shuai, 2021. "Optimal time-varying tail risk network with a rolling window approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
  26. Miriam Kamah & Joshua Riti, 2024. "Measuring the connectedness of the Nigerian banking network and its implications for systemic risk," Modern Finance, Modern Finance Institute, vol. 2(2), pages 96-119.
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