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Contagion risk within firm-bank bivariate networks
Tabak, Benjamin Miranda - 2013
Persistent link: https://www.econbiz.de/10010206816
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Dynamic spanning trees in stock market networks : the case of Asia-Pacific
Sensoy, Ahmet; Tabak, Benjamin Miranda - 2014
Persistent link: https://www.econbiz.de/10010408446
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Directed clustering coefficient as a measure of systemic risk in complex banking networks
Tabak, Benjamin Miranda; Takami, Marcelo Yoshio; Rocha, … - 2011
Persistent link: https://www.econbiz.de/10009531693
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Do interconnections matter for bank efficiency?
Guerra, Solange Maria; Tabak, Benjamin Miranda; … - 2014
Persistent link: https://www.econbiz.de/10010471901
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The role of banks in the Brazilian interbank market : does bank type matter?
Cajueiro, Daniel Oliveira (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003421858
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Not all emerging markets are the same : a classification approach with correlation based networks
Sensoy, Ahmet; Ozturk, Kevser; Hacihasanoglu, Erk; … - In: Journal of financial stability 33 (2017), pp. 163-186
Persistent link: https://www.econbiz.de/10011877739
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Financial networks, bank efficiency and risk-taking
Silva, Thiago Christiano; Guerra, Solange Maria; Tabak, … - In: Journal of financial stability 25 (2016), pp. 247-257
Persistent link: https://www.econbiz.de/10011704925
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Modeling financial networks : a feedback approach
Silva, Thiago Christiano; Silva, Michel Alexandre da; … - 2016
Persistent link: https://www.econbiz.de/10011734234
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Structure and dynamics of the Global Financial Network
Silva, Thiago Christiano; Souza, Sergio Rubens Stancato de - 2016
Persistent link: https://www.econbiz.de/10011734244
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Why do vulnerability cycles matter in financial networks?
Silva, Thiago Christiano; Tabak, Benjamin Miranda; … - 2016
Persistent link: https://www.econbiz.de/10011734323