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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. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.
  4. Yang, Lu, 2023. "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, vol. 82(C).
  5. 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.
  6. Niţoi, Mihai & Pochea, Maria Miruna, 2022. "The nexus between bank connectedness and investors’ sentiment," Finance Research Letters, Elsevier, vol. 44(C).
  7. Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025. "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers 202538, University of Pretoria, Department of Economics.
  8. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
  9. 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).
  10. Bax, Karoline & Bonaccolto, Giovanni & Paterlini, Sandra, 2024. "Spillovers in Europe: The role of ESG," Journal of Financial Stability, Elsevier, vol. 72(C).
  11. 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).
  12. Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea, 2023. "Breakup and default risks in the great lockdown," Journal of Banking & Finance, Elsevier, vol. 147(C).
  13. 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).
  14. 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).
  15. Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
  16. 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).
  17. 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).
  18. 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).
  19. 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.
  20. Li, Qin, 2026. "Financial stress and idiosyncratic risk spillovers in global carbon-energy-green finance markets," Finance Research Letters, Elsevier, vol. 89(C).
  21. 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).
  22. 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).
  23. 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).
  24. 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.
  25. 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.
  26. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.
  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).
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