Search Results - subject:"FINANCIAL NETWORK"

The financial network channel of monetary policy transmission : an agent-based model

Alexandre, Michel; Lima, Gilberto Tadeu; Riccetti, Luca; … - In: Journal of economic interaction and coordination 18 (2023) 3, pp. 533-571

Persistent link: https://www.econbiz.de/10014323442

An analysis of the evolution of global financial network of the coordinated portfolio investment survey

Ahn, Sang Jin; Jung, Jae Woong; Koo, Hyeng-keun; Ahn, … - In: International review of finance : the official journal … 23 (2023) 2, pp. 437-459

Persistent link: https://www.econbiz.de/10014326309

Systemic-risk and evolutionary stable strategies in a financial network

Saha, Indrajit; Kavitha, Veeraruna - In: Dynamic games and applications : DGA 13 (2023) 3, pp. 897-928

Persistent link: https://www.econbiz.de/10014327285

Built-in challenges within the supervisory architecture of the Eurozone

Philippas, Dionisis; Dragomirescu-Gaina, Catalin; … - In: Journal of banking regulation 24 (2023) 1, pp. 15-39

Persistent link: https://www.econbiz.de/10014251457

Attention based dynamic graph neural network for asset pricing

Uddin, Ajim; Tao, Xinyuan; Yu, Dantong - In: Global finance journal 58 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014633847

Diversification and systemic risk of networks holding common assets

Huang, Yajing; Liu, Taoxiong - In: Computational economics 61 (2023) 1, pp. 341-388

Persistent link: https://www.econbiz.de/10014228433

Effects of mergers on network models of the financial system

Nevermann, Daniel; Heckmann, Lotta - In: International review of financial analysis 90 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014468674

Portfolio homogeneity and systemic risk of financial networks

Huang, Yajing; Liu, Taoxiong; Lien, Da-hsiang Donald - In: Journal of empirical finance 70 (2023), pp. 248-275

Persistent link: https://www.econbiz.de/10014423701

Optimal liquidity allocation in an equity network

Jiang, Bo; Tzavellas, Hector - In: International review of economics & finance : IREF 85 (2023), pp. 286-294

Persistent link: https://www.econbiz.de/10014424270

Shock propagation in the banking system with real economy feedback

Borsos, Andras; Mero, Bence - 2020

In this paper we develop a model of shock propagation in the banking system with feedback channels towards the real economy. Our framework incorporates the interactions between the network of banks (exhibiting contagion mechanisms among them) and the network of firms (transmitting shocks to each...

Persistent link: https://www.econbiz.de/10012619151

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