Similar Search Results

Influential Risk Spreaders and Systemic Risk in Chinese Financial Networks

Yang, Ming-Yuan; Wu, Zhen-Guo; Wu, Xin; Li, Sai-Ping - 2023

A novel approach of gravity strength centrality (GSC) model is proposed to identify the influential risk spreaders in … Chinese financial networks. We also measure the systemic risk contribution of financial institutions via ∆CoVaR and detect the … relationship between the risk spreading ability and the systemic risk contribution of financial institutions. Our findings show …

Persistent link: https://www.econbiz.de/10014353216

Transmission channels of systemic risk and contagion in the European financial network

Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52

Persistent link: https://www.econbiz.de/10011584245

What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure

Karkowska, Renata - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 114-139

Persistent link: https://www.econbiz.de/10011419194

Measuring systemic risk in the European banking sector : a copula CoVaR approach

Karimalis, Emmanouil N.; Nomikos, Nikos K. - In: The European journal of finance 24 (2018) 10/12, pp. 944-975

Persistent link: https://www.econbiz.de/10012244423

Financial networks and stress testing : challenges and new research avenues for systemic risk analysis and financial stability implications

Battiston, Stefano; Martinez-Jaramillo, Serafin - In: Journal of financial stability 35 (2018), pp. 6-16

Persistent link: https://www.econbiz.de/10012156829

How FinTech affects bank systemic risk : evidence from China

Chen, Qian; Shen, Chuang - In: Journal of financial services research 65 (2024) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10014494730

Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system

Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014445243

Systemic risk and idiosyncratic networks among global systemically important banks

Cui, Xue; Yang, Lu - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 58-75

Persistent link: https://www.econbiz.de/10014468986

Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach

Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013472796

From me to you : measuring connectedness between Eurozone financial institutions

Foglia, Matteo; Angelini, Eliana - In: Research in international business and finance 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012549855