Measuring the Systemic Risk in Interfirm Transaction Networks
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- Hazama, Makoto & Uesugi, Iichiro, 2017. "Measuring the systemic risk in interfirm transaction networks," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 259-281.
- Hazama, Makoto & Uesugi, Iichiro & 植杉, 威一郎, 2017. "Measuring the Systemic Risk in Interfirm Transaction Networks," HIT-REFINED Working Paper Series 66, Institute of Economic Research, Hitotsubashi University.
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Cited by:
- László Lőrincz & Sándor Juhász & Rebeka O. Szabó, 2022. "Business transactions and ownership ties between firms," CERS-IE WORKING PAPERS 2216, Institute of Economics, Centre for Economic and Regional Studies.
- Dungey, Mardi & Flavin, Thomas & O'Connor, Thomas & Wosser, Michael, 2022. "Non-financial corporations and systemic risk," Journal of Corporate Finance, Elsevier, vol. 72(C).
- FUJIWARA Yoshi & TERAI Masaaki & FUJITA Yuji & SOUMA Wataru, 2016. "DebtRank Analysis of Financial Distress Propagation on a Production Network in Japan," Discussion papers 16046, Research Institute of Economy, Trade and Industry (RIETI).
- Yaya Su & Zhehao Huang & Benjamin M. Drakeford, 2019. "Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis," Sustainability, MDPI, vol. 11(22), pages 1-15, November.
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More about this item
Keywords
interfirm networks; trade credit; default propagation;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-01-07 (Banking)
- NEP-MAC-2013-01-07 (Macroeconomics)
- NEP-RMG-2013-01-07 (Risk Management)
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