Similar Search Results

Systemic risk and causality dynamics of the world international shipping market

Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene … - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 43-53

dynamics, i.e., different market sectors tend to be more closely linked during financial crisis. Brownian distance correlation …

Persistent link: https://www.econbiz.de/10011060070

The role of (non-)topological features as drivers of systemic risk: a machine learning approach

Alexandre, Michel; Silva, Thiago Christiano; … - 2021

Persistent link: https://www.econbiz.de/10012990279

Does the default pecking order impact systemic risk? : evidence from Brazilian data

Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1379-1391

Persistent link: https://www.econbiz.de/10014435019

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

Contagious defaults in inter-bank networks

Elminejad, Mohammad Ali - 2018

This paper investigates systemic risk and contagion processes in the inter-bank network using network science methods. The inter-bank network consisting 10 banks, similar to the real world inter-bank networks, is studied to understand the contagion process in the network regarding changes in the...

Persistent link: https://www.econbiz.de/10011949714

Inhomogeneous financial networks and contagious links

Amini, Hamed; Minca, Andreea - In: Operations research 64 (2016) 5, pp. 1109-1120

Persistent link: https://www.econbiz.de/10011594660

Credit risk in interbank networks

Hoffmann De Quadros, Vanessa; González-Avella, Juan Carlos - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 27-41

Persistent link: https://www.econbiz.de/10011561382

Dynamic identification of systemically important financial markets in the spread of contagion : a ripple network based collective spillover effect approach

Su, Zhi; Xu, Fuwei - In: Journal of multinational financial management 60 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012794690

An optimization model for minimizing systemic risk

Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; … - In: Mathematics and financial economics 15 (2021) 1, pp. 103-129

Persistent link: https://www.econbiz.de/10012433633

Systemic Risk and Complex Networks in Modern Financial Systems

Pacelli, Vincenzo (ed.) - 2025

Systemic Risk and Complex Networks in Modern Financial Systems -- Systemic Risk and Network Science: A Bibliometric and Systematic Review -- A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implication -- Macro-prudential Policies to Mitigate...

Persistent link: https://www.econbiz.de/10015077880