The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives
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DOI: 10.1371/journal.pone.0136638
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References listed on IDEAS
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Cited by:
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"Systemic Risk in Financial Networks: A Survey,"
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- Matthew O. Jackson & Agathe Pernoud, 2020. "Systemic Risk in Financial Networks: A Survey," Papers 2012.12702, arXiv.org.
- Wang, Hu & Li, Shouwei, 2020. "Risk contagion in multilayer network of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
- Yan Zhang & Frank Schweitzer, 2021. "Quantifying the importance of firms by means of reputation and network control," Papers 2101.05010, arXiv.org.
- Callum Ward, 2021. "Contradictions of Financial Capital Switching: Reading the Corporate Leverage Crisis through The Port of Liverpool's Whole Business Securitization," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 45(2), pages 249-265, March.
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