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Macro-networks: an application to the euro area financial accounts

Citations

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Cited by:

  1. Melle Bijlsma & Malka de Castro Campos & Raymond Chaudron & David-Jan Jansen, 2019. "Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  2. 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.
  3. Cimini, Riccardo, 2015. "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, vol. 14(C), pages 160-166.
  4. repec:ptu:bdpart:e201511 is not listed on IDEAS
  5. Chiara Perillo & Stefano Battiston, 2020. "Financialization and unconventional monetary policy: a financial-network analysis," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1385-1428, November.
  6. Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022. "Digital currencies in financial networks," Journal of Financial Stability, Elsevier, vol. 60(C).
  7. Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K., 2018. "The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 226-240.
  8. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016. "Savings and investment behaviour in the euro area," Occasional Paper Series 167, European Central Bank.
  9. Sheri Markose & Simone Giansante & Nicolas A. Eterovic & Mateusz Gatkowski, 2023. "Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods," Annals of Operations Research, Springer, vol. 330(1), pages 841-841, November.
  10. Daeyup Lee & Hail Park, 2019. "Measuring Global Financial Linkages: A Network Entropy Approach," Sustainability, MDPI, vol. 11(17), pages 1-10, August.
  11. Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015. "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 36-52.
  12. Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
  13. Fathin Faizah Said, 2017. "Global Banking on the Financial Network Modelling: Sectorial Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 227-253, February.
  14. I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
  15. Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 115-139, Springer.
  16. Tuomas Antero Peltonen & Michela Rancan & Peter Sarlin, 2019. "Interconnectedness of the banking sector as a vulnerability to crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 963-990, April.
  17. Chuangxia Huang & Jie Cao & Fenghua Wen & Xiaoguang Yang, 2016. "Stability Analysis of SIR Model with Distributed Delay on Complex Networks," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-22, August.
  18. Cussen, Mary, 2017. "Identifying Inter-Sectoral Exposures in Ireland using Network Analysis," Economic Letters 03/EL/17, Central Bank of Ireland.
  19. David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
  20. Curcio, Domenico & Gianfrancesco, Igor & Vioto, Davide, 2023. "Climate change and financial systemic risk: Evidence from US banks and insurers," Journal of Financial Stability, Elsevier, vol. 66(C).
  21. Stolbova, Veronika & Monasterolo, Irene & Battiston, Stefano, 2018. "A Financial Macro-Network Approach to Climate Policy Evaluation," Ecological Economics, Elsevier, vol. 149(C), pages 239-253.
  22. Ayca Topaloglu-Bozkurt & Tuba Pelin Sumer & Suheyla Ozyildirim, 2025. "Banks’ Cross-Border Borrowing and Currency Shock: Evidence from an Emerging Economy," Working Papers 2513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  23. Martín Saldias & Sophia Mizinski, 2025. "Sectoral Interconnectedness in Portugal and the Role of Non-Bank Financial Institutions," Working Papers w202521, Banco de Portugal, Economics and Research Department.
  24. Paola Bongini & Małgorzata Iwanicz-Drozdowska & Paweł Smaga & Bartosz Witkowski, 2018. "In search of a measure of banking sector distress: empirical study of CESEE banking sectors," Risk Management, Palgrave Macmillan, vol. 20(3), pages 242-257, August.
  25. Luiza Antoun de Almeida, 2015. "A Network Analysis of Sectoral Accounts: Identifying Sectoral Interlinkages in G-4 Economies," IMF Working Papers 2015/111, International Monetary Fund.
  26. António M Lopes & J A Tenreiro Machado & John S Huffstot & Maria Eugénia Mata, 2018. "Dynamical analysis of the global business-cycle synchronization," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-25, February.
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