Search Results - subject:"FINANCIAL NETWORK"

Connectedness and systemic risk of the banking industry along the Belt and Road

Wang, Gang-Jin; Feng, Yusen; Xiao, Yufeng; Zhu, You; … - In: Journal of management science and engineering 7 (2022) 2, pp. 303-329

This paper adopts the tail-event driven network (TENET) framework to explore the connectedness and systemic risk of the banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We conduct the connectedness analysis from four levels...

Persistent link: https://www.econbiz.de/10013272974

Efficiency of central clearing under liquidity stress

Bardoscia, Marco; Caccioli, Fabio; Gao, Haotian - 2022

Persistent link: https://www.econbiz.de/10013536357

Dangerous liasons and hot customers for banks

Cerqueti, Roy; Pampurini, Francesca; Pezzola, Annagiulia; … - In: Review of quantitative finance and accounting 59 (2022) 1, pp. 65-89

Persistent link: https://www.econbiz.de/10013459260

ETFs and tail dependence : evidence from Chinese stock market

Ning, Wei; Zhao, Jiahua; Jiang, Fuwei - In: Journal of international money and finance 149 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015183262

Contingent linear financial networks

Jiang, Bomin; Rigobón, Roberto; Dahleh, Munther A. - In: Handbook of financial integration, (pp. 74-106). 2024

Persistent link: https://www.econbiz.de/10015076122

Robust risk quantification via shock propagation in financial networks

Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk - In: Operations research 72 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014505013

The role of long- and short-run correlation networks in international portfolio selection

Li, Mengting; Xu, Qifa; Jiang, Cuixia; Liu, Yezheng - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3147-3176

Persistent link: https://www.econbiz.de/10014635302

Contagion and equilibria in diversified financial networks

Amelkin, Victor; Venkatesh, Santosh S.; Vohra, Rakesh V. - In: Journal of economic theory : JET 217 (2024), pp. 1-38

Persistent link: https://www.econbiz.de/10015067230

Dynamics of contagion risk among world markets in times of crises : a financial network perspective

Belcaid, Karim; El Aoufi, Sara; Al-Faryan, Mamdouh … - In: Asia Pacific financial markets 31 (2024) 4, pp. 1007-1033

Persistent link: https://www.econbiz.de/10015176853

The analysis of financial network transaction risk control based on blockchain and edge computing technology

Li, Zhezhou; Liang, Xiaolong; Wen, Qiyuan; Wan, Enze - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 5669-5690

Persistent link: https://www.econbiz.de/10015412120