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Bank lending and systemic risk: A financial-real sector network approach with feedback

Citations

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Cited by:

  1. Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
  2. Accominotti, Olivier & Lucena-Piquero, Delio & Ugolini, Stefano, 2023. "Intermediaries’ substitutability and financial network resilience: A hyperstructure approach," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  3. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  4. Feng, Yun & Hou, Weijie & Song, Yuping, 2023. "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, vol. 119(C).
  5. Zhu, Huiming & Deng, Xi & Ren, Yinghua & Huang, Xi, 2024. "Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
  6. Lei Song & Shuoge Qian & Yu Chen, 2025. "Credit guarantee, and risk contagion in guarantee networks: A supply chain perspective," Mathematics and Financial Economics, Springer, volume 19, number 6, June.
  7. Landaberry, Victoria & Caccioli, Fabio & Rodriguez-Martinez, Anahi & Baron, Andrea & Martinez-Jaramillo, Serafin & Lluberas, Rodrigo, 2021. "The contribution of the intra-firm exposures network to systemic risk," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
  8. Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  9. Zhang, Xingmin & Fu, Qiang & Lu, Liping & Wang, Qingyu & Zhang, Shuai, 2021. "Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks," Journal of Financial Stability, Elsevier, vol. 53(C).
  10. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019. "Financial Networks 2019," Complexity, Hindawi, vol. 2019, pages 1-2, December.
  11. Jan Fialkowski & Christian Diem & Andr'as Borsos & Stefan Thurner, 2025. "A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk," Papers 2502.17044, arXiv.org.
  12. Kazim, Muhammad & Pirim, Harun & Yadav, Om Prakash & Le, Chau & Le, Trung, 2025. "Analysis of multilayer energy networks: A comprehensive literature review," Applied Energy, Elsevier, vol. 398(C).
  13. Wang, Guanghou & Zhao, Han & Shu, Lei & Song, Lei, 2025. "Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections," International Review of Financial Analysis, Elsevier, vol. 105(C).
  14. Chao Wang & Boyi Chen & Xiaoxing Liu, 2024. "Credit diversification and banking systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(1), pages 59-83, January.
  15. Skudelny, Frauke & Aliman, Mihai & Regnér, Martin & Sarchi, Cecilia & Valetto, Matteo, 2026. "Commercial real estate debt financing in Europe: evidence from a network analysis," ESRB Working Paper Series 155, European Systemic Risk Board.
  16. Pang, Congyuan & Fan, Hong & Liu, Wanan & Caccioli, Fabio, 2026. "The nonlinear risk amplification of overlapping structures in multiplex financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 697(C).
  17. Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
  18. Topalog̃lu Bozkurt, Ayça & Özyıldırım, Süheyla, 2025. "Firm commonality, bank connectedness and portfolio riskiness," International Review of Economics & Finance, Elsevier, vol. 97(C).
  19. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
  20. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
  21. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
  22. Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021. "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  23. Federico D. Forte, 2026. "It Takes Two to Tango, but More to Assess Systemic Risk: Credit Networks Through the Lens of Hypergraphs," Papers 2607.10943, arXiv.org.
  24. Kanno, Masayasu, 2020. "Credit rating migration risk and interconnectedness in a corporate lending network," Research in International Business and Finance, Elsevier, vol. 54(C).
  25. Yanquen, Eduardo & Livan, Giacomo & Montañez-Enriquez, Ricardo & Martinez-Jaramillo, Serafin, 2022. "Measuring systemic risk for bank credit networks: A multilayer approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
  26. Téllez-León, Isela-Elizabeth & Martínez-Jaramillo, Serafín & O. L. Escobar-Farfán, Luis & Hochreiter, Ronald, 2021. "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?," Journal of Financial Stability, Elsevier, vol. 55(C).
  27. Shuyue Jin & Lei Song & Lei Shu & Qifeng Gao & Yu Chen, 2024. "Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data," Empirical Economics, Springer, vol. 67(6), pages 2539-2564, December.
  28. Federico Daniel Forte, 2026. "Argentina | Credit networks and systemic risk through the lens of hypergraphs," Working Papers 26/11, BBVA Bank, Economic Research Department.
  29. Xin Li & Mengyun Guan & Zhengzheng Li, 2026. "Fintech and Cross‐Sector Volatility Spillovers in the Chinese Stock Market: A Frequency‐Heterogeneity Perspective," Australian Economic Papers, Wiley Blackwell, vol. 65(2), pages 177-189, June.
  30. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
  31. Fialkowski, Jan & Diem, Christian & Borsos, András & Thurner, Stefan, 2026. "A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 188(C).
  32. Chao Li & Zhuoer Zhang & Han Cang, 2025. "Tail Risk Spillovers Between the Financial Sector and Real Economy: Network Analysis of China’s Industries," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 5055-5081, December.
  33. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
  34. Sánchez García, Javier & Cruz Rambaud, Salvador, 2023. "Inflation and systemic risk: A network econometric model," Finance Research Letters, Elsevier, vol. 56(C).
  35. Lei Song & Yu Chen, 2025. "Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-45, December.
  36. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
  37. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
  38. Yongheng Zhang & Mengkai Xing & Xiaoqi Zhang, 2026. "Spatial correlation network and driving factors of inter-provincial financial risk in China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-13, December.
  39. Giovanni Carnazza & Pierluigi Vellucci, 2022. "Network analysis and Eurozone trade imbalances," Papers 2209.09837, arXiv.org.
  40. Deev, Oleg & Lyócsa, Štefan, 2020. "Connectedness of financial institutions in Europe: A network approach across quantiles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
  41. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
  42. Ruguo Fan & Xiao Xie & Yuanyuan Wang & Jinchai Lin, 2025. "Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(1), pages 393-408, January.
  43. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
  44. Mariya Gubareva, 2019. "Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework," Complexity, Hindawi, vol. 2019, pages 1-19, July.
  45. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
  46. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  47. Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
  48. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas, 2018. "Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1016-1025.
  49. Pallante, Gianluca & Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2025. "Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model," Journal of Financial Stability, Elsevier, vol. 76(C).
  50. Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao, 2024. "Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis," Journal of Commodity Markets, Elsevier, vol. 34(C).
  51. Thiago Christiano Silva & Carlos Eduardo de Almeida & Solange Maria Guerra & Benjamin Miranda Tabak, 2024. "COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil," Working Papers Series 601, Central Bank of Brazil, Research Department.
  52. Miao Tang & Hong Fan, 2025. "Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS," Computational Economics, Springer;Society for Computational Economics, vol. 65(2), pages 691-715, February.
  53. Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah, 2023. "Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
  54. Swain, Pankaj & Poddar, Abhishek & Misra, Arun Kumar, 2025. "How stressed are the banks? An inter-temporal network analysis," Emerging Markets Review, Elsevier, vol. 69(C).
  55. Wang, Xiaoting & Hou, Siyuan & Shen, Jie, 2021. "Default clustering of the nonfinancial sector and systemic risk: Evidence from China," Economic Modelling, Elsevier, vol. 96(C), pages 196-208.
  56. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
  57. Tabachová, Zlata & Diem, Christian & Borsos, András & Burger, Csaba & Thurner, Stefan, 2024. "Estimating the impact of supply chain network contagion on financial stability," Journal of Financial Stability, Elsevier, vol. 75(C).
  58. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  59. Tuong Le & Minh Thanh Vo & Bay Vo & Mi Young Lee & Sung Wook Baik, 2019. "A Hybrid Approach Using Oversampling Technique and Cost-Sensitive Learning for Bankruptcy Prediction," Complexity, Hindawi, vol. 2019, pages 1-12, August.
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