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Multichannel contagion vs stabilisation in multiple interconnected financial markets

In: Statistical implications of the new financial landscape

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  • Antoaneta Serguieva
  • David Bholat

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  • Antoaneta Serguieva & David Bholat, 2017. "Multichannel contagion vs stabilisation in multiple interconnected financial markets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:43-09
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    References listed on IDEAS

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    1. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, vol. 20(C), pages 70-81.
    2. Furfine, Craig H, 2003. "Interbank Exposures: Quantifying the Risk of Contagion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(1), pages 111-128, February.
    3. Ms. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax," IMF Working Papers 2012/282, International Monetary Fund.
    4. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    5. Rama Cont & Amal Moussa & Edson B Santos, 2013. "Network structure and systemic risk in banking systems," Post-Print hal-00912018, HAL.
    6. L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015. "The multiplex structure of interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
    7. Bholat, David, 2015. "Big data and central banks," Bank of England Quarterly Bulletin, Bank of England, vol. 55(1), pages 86-93.
    8. Bholat, David, 2016. "Modelling metadata in central banks," Statistics Paper Series 13, European Central Bank.
    9. David M Bholat, 2013. "The future of central bank data," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 185-194, July.
    10. Manlio De Domenico & Albert Solé-Ribalta & Elisa Omodei & Sergio Gómez & Alex Arenas, 2015. "Ranking in interconnected multilayer networks reveals versatile nodes," Nature Communications, Nature, vol. 6(1), pages 1-6, November.
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