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Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

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  2. Wen, Shigang & Li, Jianping & Huang, Chuangxia & Zhu, Xiaoqian, 2023. "Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 190-202.
  3. Huang, Ran & Zhou, Qi & Chang, Yingxin & Hu, Die & Wang, Yongmin, 2026. "Credit risk contagion across China’s real-estate industrial chain," The Quarterly Review of Economics and Finance, Elsevier, vol. 105(C).
  4. Lu Yang & Lei Yang & Xue Cui, 2023. "Sovereign default network and currency risk premia," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
  5. Li, Jiang-Cheng & Xu, Yi-Zhen & Tao, Chen & Zhong, Guang-Yan, 2026. "Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
  6. Li, Qin, 2026. "Financial stress and idiosyncratic risk spillovers in global carbon-energy-green finance markets," Finance Research Letters, Elsevier, vol. 89(C).
  7. Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong, 2024. "Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  8. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea & Di Giorgio, Giorgio, 2026. "Systemic risk in the European insurance sector," Journal of Financial Stability, Elsevier, vol. 84(C).
  9. Qiu, Lu & Huang, Yueyi & Dong, Gege, 2026. "Exploring crypto-stock risk contagion via directed complex network analytics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 681(C).
  10. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.
  11. Bax, Karoline & Bonaccolto, Giovanni & Paterlini, Sandra, 2024. "Spillovers in Europe: The role of ESG," Journal of Financial Stability, Elsevier, vol. 72(C).
  12. Egger, Peter H. & Li, Jie & Zhu, Jiaqing, 2023. "The network and own effects of global-systemically-important-bank designations," Journal of International Money and Finance, Elsevier, vol. 136(C).
  13. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea, 2023. "Breakup and default risks in the great lockdown," Journal of Banking & Finance, Elsevier, vol. 147(C).
  14. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
  15. Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2019. "“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets," CQE Working Papers 8819, Center for Quantitative Economics (CQE), University of Muenster.
  16. Wu, Shan & Liu, Yilong & Song, Ziyu & Zhou, Yuqin & Guo, Wenjing, 2024. "Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence," Research in International Business and Finance, Elsevier, vol. 72(PA).
  17. Bochmann, Paul & Kagerer, Benedikt & Pancaro, Cosimo, 2024. "Recent evidence on the sovereign-bank nexus in the euro area," Finance Research Letters, Elsevier, vol. 69(PB).
  18. Yang, Lu, 2023. "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, vol. 82(C).
  19. Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
  20. Sun, Jiaojiao & Zhang, Chen & Zhang, Rongrong & Ji, Yuanpu & Ding, Jiajun, 2025. "Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  21. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.
  22. Gül Huyugüzel Kışla & Y. Gülnur Muradoğlu & A. Özlem Önder, 2022. "Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 277-296, July.
  23. Niţoi, Mihai & Pochea, Maria Miruna, 2022. "The nexus between bank connectedness and investors’ sentiment," Finance Research Letters, Elsevier, vol. 44(C).
  24. Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026. "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, vol. 85(C).
  25. Huang, Ran & Huang, Xuanmeng & Chang, Yingxin & Hu, Die, 2026. "Inter-industry credit risk contagion based on a multiplex network: Evidence from China's bond market," Pacific-Basin Finance Journal, Elsevier, vol. 97(C).
  26. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
  27. Ouyang, Hongbing & Long, Tianqi, 2025. "Debt risk spillover and driving mechanism of China’s local government financing platforms," Finance Research Letters, Elsevier, vol. 81(C).
  28. Jiageng Huang & Fei Wang, 2026. "Past and future: measurement, characteristics, and early warning of risk spillover between Chinese industry markets," Risk Management, Palgrave Macmillan, vol. 28(3), pages 1-30, September.
  29. Hau, Liya & Liu, Xiaoli & Wu, Xinyu, 2025. "Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis," Research in International Business and Finance, Elsevier, vol. 73(PA).
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