Systemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most widely used measures rely on market-implied volatility and equity prices rather than structural balance sheet fragilities. This paper develops a flow network framework that models...

Financial markets often display nonlinear and turbulent dynamics during periods of stress, and crude-oil and global equity systems frequently demonstrate closely connected forms of instability. Earlier studies report multifractality, chaotic features and regime-dependent spillovers across...

The primary objective of this empirical study is to investigate the Indian equity market network by analyzing its topological properties using the disparity filtering technique, and a minimum spanning tree. It investigates the backbone structure of the reduced weighted equity network and...