Search Results - subject:"FINANCIAL NETWORK"

What do central counterparty default funds really cover? : a network-based stress test answer

Poce, Giulia; Cimini, Giulio; Gabrielli, Andrea; … - In: The journal of network theory in finance 4 (2018) 4, pp. 42-57

Persistent link: https://www.econbiz.de/10012005467

Systemic risk and optimal fee for central clearing counterparty under partial netting

Cui, Zhenyu; Feng, Qi; Hu, Ruimeng; Zou, Bin - In: Operations research letters 46 (2018) 3, pp. 306-311

Persistent link: https://www.econbiz.de/10011873375

Volatility connectedness in the Chinese banking system : do state-owned commercial banks contribute more?

Wang, Gang-Jin; Chi, Xie; Zhao, Longfeng; Jiang, Zhi-Qiang - In: Journal of international financial markets, … 57 (2018), pp. 205-230

Persistent link: https://www.econbiz.de/10012127626

Tiempo y capital financiero en El Capital de Marx

Salazar, Boris - In: Revista de economía institucional 20 (2018) 2/39, pp. 93-118

Persistent link: https://www.econbiz.de/10012030494

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

Silva, Thiago Christiano; Alexandre, Michel; Tabak, … - In: Journal of financial stability 38 (2018), pp. 98-118

Persistent link: https://www.econbiz.de/10012159653

How international financial flows affect stock markets?

Chuang, Hongwei; Karamatov, Navruzbek - In: Applied economics letters 25 (2018) 21, pp. 1535-1546

Persistent link: https://www.econbiz.de/10012138054

Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax

Markose, Sheri M. - International Monetary Fund (IMF) - 2012

Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of …

Persistent link: https://www.econbiz.de/10011242265

Diversity among banks may increase systemic risk

Kobayashi, Teruyoshi - Faculty of Economics, Kobe University - 2012

decreasing the likelihood of simultaneous defaults. Here, I show that this result is overturned once a financial network comes …

Persistent link: https://www.econbiz.de/10010903871

Determinants of business and financial network formation by Japanese start-up firms: Does founder’s human capital matter?

Okamuro, Hiroyuki; Ikeuchi, Kenta - Center for Interfirm Network, Institute of Economic Research - 2012

significantly affect network formation. We find no distinct differences between the determinants of business and financial network. …

Persistent link: https://www.econbiz.de/10010633269

The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks

Feinstein, Zachary; El-Masri, Fatena - In: Statistics & Risk Modeling 34 (2017) 3-4, pp. 113-139

Abstract This paper provides a framework for modeling the financial system with multiple illiquid assets when liquidation of illiquid assets is caused by failure to meet a leverage requirement. This extends the network model of [ 6 ] which incorporates a single asset with fire sales and capital...

Persistent link: https://www.econbiz.de/10014621248