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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
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Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10012206955
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Interbank borrowing and bank liquidity risk
Li, Zongyuan; Lai, Rose Neng - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 53-91
Persistent link: https://www.econbiz.de/10013188118
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Core-periphery structure in the overnight money market : evidence from the e-MID trading platform
Fricke, Daniel; Lux, Thomas - In: Computational economics 45 (2015) 3, pp. 359-395
Persistent link: https://www.econbiz.de/10011414125
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Contagion risk in the Czech financial system : a network analysis and simulation approach
Hausenblas, Václav; Kubicová, Ivana; Lešanovská, Jitka - In: Economic systems 39 (2015) 1, pp. 156-180
Persistent link: https://www.econbiz.de/10011527449
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Imperfect renegotiations in interbank financial networks
David, Alexander; Lehar, Alfred - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2342-2359
Persistent link: https://www.econbiz.de/10012039785
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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Default cascades and systemic risk on different interbank network topologies
Scholtes, Nicolas K. - In: The journal of network theory in finance 5 (2019) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10012133015
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Simulating financial contagion dynamics in random interbank networks
Leventides, John; Loukaki, Kalliopi; Papavassiliou, … - In: Journal of economic behavior & organization : JEBO 158 (2019), pp. 500-525
Persistent link: https://www.econbiz.de/10012138608
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Identifying systemically important financial institutions : a network approach
Rovira Kaltwasser, Pablo; Spelta, Alessandro - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 155-185
Persistent link: https://www.econbiz.de/10011993457