Search Results - subject:"FINANCIAL NETWORK"

A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades

Kobayashi, Teruyoshi - In: Economics letters 124 (2014) 1, pp. 113-116

Persistent link: https://www.econbiz.de/10010490566

Systemic risk in an interconnected banking system with endogenous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - In: Journal of financial stability 13 (2014), pp. 75-94

Persistent link: https://www.econbiz.de/10011288874

Friends with money? : owner’s financial network and new venture internationalization in a transition economy

Manolova, Tatiana S.; Manev, Ivan M.; Gyoshev, Bojidar S. - In: International small business journal : researching … 32 (2014) 8, pp. 944-966

Persistent link: https://www.econbiz.de/10010441228

Optimal Fragile Financial Networks

Castiglionesi, Fabio; Navarro, N. - Tilburg University, Center for Economic Research - 2007

We study a financial network characterized by the presence of depositors, banks and their shareholders. Belonging to a … financial network is beneficial for both the depositors and banks' shareholders since the return to investment increases with … solution and the efficient financial network is characterized by a core-periphery structure. Second, we analyze the …

Persistent link: https://www.econbiz.de/10011091225

Market structure explained by pairwise interactions

Bury, Thomas - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 6, pp. 1375-1385

Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here we give empirical evidence, by making as few assumptions as possible, that the market microstructure capturing almost all of the available information in the...

Persistent link: https://www.econbiz.de/10010871624

Non-equilibrium stochastic model for stock exchange market

Kim, Yup; Kwon, Ikhyun; Yook, Soon-Hyung - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5907-5913

We study the effect of the topology of industrial relationship (IR) between the companies in a stock exchange market on the universal features in the market. For this we propose a stochastic model for stock exchange markets based on the behavior of technical traders. From the numerical...

Persistent link: https://www.econbiz.de/10010873303

Merger wave in a small world: Two views

Lee, Li Way - In: Journal of Behavioral and Experimental Economics … 43 (2013) C, pp. 68-71

I attempt a more balanced assessment of mergers in terms of systemic risk versus other effects. First, using the simplest network model, I illustrate how mergers can increase systemic risk by reducing the degree of separation among firms. Then, recasting the firms in a simple economic model that...

Persistent link: https://www.econbiz.de/10010664637

Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence

Yang, Jian; Zhou, Yinggang - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2343-2359

Persistent link: https://www.econbiz.de/10010202770

Systemic risk analytics : a data-driven multi-agent financial network (MAFN) approach

Markose, Sheri M. - In: Journal of banking regulation 14 (2013) 3/4, pp. 285-305

Persistent link: https://www.econbiz.de/10010357111

Financial facilitators: an important component of terror networks

Raghavan, S.V.; Balasubramaniyan, V. - In: Journal of Money Laundering Control 15 (2012) 3, pp. 294-303

Purpose – The purpose of this paper is to study the financial facilitators who provide financial muscle to terrorists. Design/methodology/approach – The methodology adopted is based on the available materials on two major terrorists groups: Al Qaeda and LTTE, who have terrorized the global...

Persistent link: https://www.econbiz.de/10014886294