Search Results - subject:"FINANCIAL NETWORK"

Earnings management in interconnected networks: a perspective

Ozili, Peterson K. - In: Journal of Economic and Administrative Sciences 33 (2017) 2, pp. 150-163

Purpose The purpose of this paper is to examine how firms manage earnings when firms are in interconnected networks, that is, when firms are interconnected to each other in a way that the survival of one firm is crucial to the survival of other firms connected to it. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10014857562

Systemic risk in financial systems : a feedback approach

Silva, Thiago Christiano; Silva, Michel Alexandre da; … - In: Journal of economic behavior & organization : JEBO 144 (2017), pp. 97-120

Persistent link: https://www.econbiz.de/10011926888

Determinants of risk in the banking sector during the European Financial Crisis

Kosmidou, Kyriaki; Kousenidis, Dimitrios V.; Ladas, Anestis - In: Journal of financial stability 33 (2017), pp. 285-296

Persistent link: https://www.econbiz.de/10011877760

Identifying complex core-periphery structures in the interbank market

Carreño, José; Cifuentes, Rodrigo - In: The journal of network theory in finance 3 (2017) 4, pp. 49-75

Persistent link: https://www.econbiz.de/10012005420

Financial contagion and asset liquidation strategies

Feinstein, Zachary - In: Operations research letters 45 (2017) 2, pp. 109-114

Persistent link: https://www.econbiz.de/10011687611

A Bayesian methodology for systemic risk assessment in financial networks

Gandy, Axel; Veraart, Luitgard A. M. - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4428-4446

Persistent link: https://www.econbiz.de/10011785318

Global banking on the financial network modelling : sectorial analysis

Said, Fathin Faizah - In: Computational economics 49 (2017) 2, pp. 227-253

Persistent link: https://www.econbiz.de/10011757576

Quantitative easing and volatility spillovers across countries and asset classes

Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354

Persistent link: https://www.econbiz.de/10011647326

Default risk in an interconnected banking system with endogeneous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - 2011

This paper analyzes the emergence of systemic risk in a network model of interconnected bank balance sheets. Given a shock to asset values of one or several banks, systemic risk in the form of multiple bank defaults depends on the strength of balance sheets and asset market liquidity. The price...

Persistent link: https://www.econbiz.de/10010308549

Default risk in an interconnected banking system with endogeneous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - Center for Financial Studies - 2011

Persistent link: https://www.econbiz.de/10010958762