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Dynamical macroprudential stress testing using network theory
Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181
Persistent link: https://www.econbiz.de/10011544421
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Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
Kenett, Dror Y.; Tumminello, Michele; Madi, Asaf; … - In: Inventi impact: microfinance & banking (2012) 1, pp. 48-61
Persistent link: https://www.econbiz.de/10009623510
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Interconnectedness and systemic risk of China's financial institutions
Wang, Gang-Jin; Jiang, Zhi-Qiang; Lin, Min; Chi, Xie; … - In: Emerging markets review 35 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012114699
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Multilayer information spillover networks : measuring interconnectedness of financial institutions
Wang, Gang-Jin; Yi, Shuyue; Chi, Xie; Stanley, H. Eugene - In: Quantitative finance 21 (2021) 7, pp. 1163-1185
Persistent link: https://www.econbiz.de/10012588034
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Measuring the systemic risk in indirect financial networks
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098
Persistent link: https://www.econbiz.de/10013373362
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Multilayer financial networks and systemic importance : evidence from China
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252484