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Financial stability in networks of financial institutions and market infrastructures

Citations

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Cited by:

  1. Guo, Dong & Zhou, Peng, 2023. "The Evolution of Financial Market Infrastructure: From Digitalization to Tokenization," Cardiff Economics Working Papers E2023/5, Cardiff University, Cardiff Business School, Economics Section.
  2. Fei Su & Lili Zhai & Yunyan Zhou & Zixi Zhuang & Feifan Wang, 2024. "Risk contagion in financial markets: A systematic review using bibliometric methods," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 163-199, March.
  3. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
  4. Boyao Wu & Difang Huang & Muzi Chen, 2024. "Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect," Papers 2404.04335, arXiv.org.
  5. Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021. "The intrafirm complexity of systemically important financial institutions," Journal of Financial Stability, Elsevier, vol. 52(C).
  6. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
  7. Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, vol. 60(C).
  8. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
  9. Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2019. "Multiplex network analysis of the UK over‐the‐counter derivatives market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1520-1544, October.
  10. 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).
  11. León, Carlos, 2020. "Detecting anomalous payments networks: A dimensionality-reduction approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  12. Saengchote, K & Castro-Iragorri, C, 2023. "Network Topology in Decentralized Finance," Documentos de Trabajo 20782, Universidad del Rosario.
  13. Javier Sánchez García & Salvador Cruz Rambaud, 2024. "The network econometrics of financial concentration," Review of Managerial Science, Springer, vol. 18(7), pages 2007-2045, July.
  14. Carlos León & Javier Miguélez, 2021. "Securities cross-holding in the Colombian financial system: a topological approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 786-806, February.
  15. 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.
  16. Cuba, Walter & Rodriguez-Martinez, Anahi & Chavez, Diego A. & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2021. "A network characterization of the interbank exposures in Peru," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
  17. Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024. "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, vol. 139(C).
  18. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
  19. Cao, Jie & Wen, Fenghua & Stanley, H. Eugene & Wang, Xiong, 2021. "Multilayer financial networks and systemic importance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
  20. Chen, Wei & Qu, Shuai & Jiang, Manrui & Jiang, Cheng, 2021. "The construction of multilayer stock network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  21. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
  22. Francis, Bill & Hasan, Iftekhar & Liu, LiuLing & Wang, Haizhi, 2019. "Senior debt and market discipline: Evidence from bank-to-bank loans," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 170-182.
  23. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
  24. Chabot, Miia & Bertrand, Jean-Louis, 2021. "Complexity, interconnectedness and stability: New perspectives applied to the European banking system," Journal of Business Research, Elsevier, vol. 129(C), pages 784-800.
  25. Caceres-Santos, Jonnathan & Rodriguez-Martinez, Anahi & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2020. "Systemic risk and other interdependencies among banks in Bolivia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  26. Boyao Wu & Difang Huang & Muzi Chen, 2023. "Estimating contagion mechanism in global equity market with time‐zone effect," Financial Management, Financial Management Association International, vol. 52(3), pages 543-572, September.
  27. Ospina-Forero, Luis & Granados, Oscar M., 2023. "A network analysis of the structure and dynamics of FX derivatives markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
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