Chapter 11. Empirical Analyses of Networks in Finance
Year of publication: |
2018
|
---|---|
Authors: | Iori, Giulia ; Mantegna, Rosario N. |
Published in: |
Handbook of computational economics : Volume 4: Heterogeneous agent modeling. - Amsterdam : North Holland, ISBN 978-0-444-64132-8. - 2018, p. 637-685
|
Subject: | Financial networks | Systemic risk | Multilayer networks | Proximity networks | Association networks | Statistically validated networks | Network reconstruction | Stress test scenarios | Unternehmensnetzwerk | Business network | Netzwerk | Network | Systemrisiko | Soziales Netzwerk | Social network | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Netzwerkökonomik | Network economics | Finanzsektor | Financial sector | Interbankenmarkt | Interbank market | Bank |
-
Network sensitivity of systemic risk
Ramadiah, Amanah, (2019)
-
A network characterization of the interbank exposures in Peru
Cuba, Walter, (2021)
-
Harmonic distances, centralities and systemic stability in heterogeneous interbank networks
Fukker, Gábor, (2018)
- More ...
-
Networked relationships in the e-MID interbank market: A trading model with memory
Iori, Giulia, (2015)
-
Networked relationships in the e-MID Interbank market: A trading model with memory
Iori, Giulia, (2014)
-
Comparing Correlation Matrix Estimators Via Kullback-Leibler Divergence
Mattiussi, Vanessa, (2011)
- More ...