IDEAS home Printed from https://ideas.repec.org/r/cla/levrem/786969000000001187.html
   My bibliography  Save this item

Networks, Shocks, and Systemic Risk

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Philippe Choné & Lionel Wilner, 2022. "Financial Incentives and Competitive Pressure: The Case of the Hospital Industry," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 626-666.
  2. Christian Cordes & Wolfram Elsner & Claudius Graebner & Torsten Heinrich & Joshua Henkel & Henning Schwardt & Georg Schwesinger & Tong-Yaa Su, 2021. "The collapse of cooperation: the endogeneity of institutional break-up and its asymmetry with emergence," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1291-1315, September.
  3. Murat Cakir, 2017. "A conceptual design of "what and how should a proper macro-prudential policy framework be?" A globalistic approach to systemic risk and procuring the data needed," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
  4. Everett Grant & Julieta Yung, 2017. "The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network," Globalization Institute Working Papers 313, Federal Reserve Bank of Dallas.
  5. Peilong Shen & Zhinan Li, 2020. "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 845-865, October.
  6. repec:ris:msuecw:2023_001 is not listed on IDEAS
  7. Stefano Costa & Federico Sallusti & Claudio Vicarelli, 2022. "Trade networks and shock transmission capacity: a new taxonomy of Italian industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(1), pages 133-153, March.
  8. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
  9. Roukny, Tarik & Battiston, Stefano & Stiglitz, Joseph E., 2018. "Interconnectedness as a source of uncertainty in systemic risk," Journal of Financial Stability, Elsevier, vol. 35(C), pages 93-106.
  10. Parise, Francesca & Ozdaglar, Asuman, 2019. "A variational inequality framework for network games: Existence, uniqueness, convergence and sensitivity analysis," Games and Economic Behavior, Elsevier, vol. 114(C), pages 47-82.
  11. Song, Jianhua & Zhang, Zhepei & So, Mike K.P., 2021. "On the predictive power of network statistics for financial risk indicators," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  12. Roy Gernhardt & Bjorn Persson, 2020. "On the Equivalence of Neural and Production Networks," Papers 2005.00510, arXiv.org, revised Mar 2021.
  13. Sourish Dutta, 2020. "Learning and Upgrading in Global Value Chains: An Analysis of India’s Manufacturing Sector," Post-Print hal-03271575, HAL.
  14. Elsner, Wolfram, 2015. "Policy Implications of Economic Complexity and Complexity Economics," MPRA Paper 63252, University Library of Munich, Germany.
  15. Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
  16. Fraiman, Nicolas & Lin, Tzu-Chi & Olvera-Cravioto, Mariana, 2023. "Stochastic recursions on directed random graphs," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
  17. Lionel Fontagné & Gianluca Santoni, 2015. "Firm Level Allocative Inefficiency: Evidence from France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299818, HAL.
  18. Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Markets," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
  19. Jesus Felix Bayta Valenzuela & Xiuju Fu & Gaoxi Xiao & Rick Siow Mong Goh, 2018. "A Network-Based Impact Measure for Propagated Losses in a Supply Chain Network Consisting of Resilient Components," Complexity, Hindawi, vol. 2018, pages 1-13, February.
  20. Dutta, Sourish, 2018. "Framework of Learning and Upgrading in Global Value Chains," EconStor Preprints 237381, ZBW - Leibniz Information Centre for Economics.
  21. Fukker, Gábor & Kok, Christoffer, 2024. "On the optimal control of interbank contagion in the euro area banking system," Journal of Financial Stability, Elsevier, vol. 71(C).
  22. David Rezza Baqaee, 2018. "Cascading Failures in Production Networks," Econometrica, Econometric Society, vol. 86(5), pages 1819-1838, September.
  23. Rebekka Burkholz & Hans J. Herrmann & Frank Schweitzer, 2018. "Explicit size distributions of failure cascades redefine systemic risk on finite networks," Papers 1802.03286, arXiv.org.
  24. Shaowen Luo & Kwok Ping Tsang, 2020. "China And World Output Impact Of The Hubei Lockdown During The Coronavirus Outbreak," Contemporary Economic Policy, Western Economic Association International, vol. 38(4), pages 583-592, October.
  25. Yu, Meng & Zhang, Junnan, 2019. "Equilibrium in production chains with multiple upstream partners," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 1-10.
  26. Meng Yu & Junnan Zhang, 2019. "Equilibrium in Production Chains with Multiple Upstream Partners," Papers 1908.08208, arXiv.org.
  27. Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," CAEPR Working Papers 2016-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  28. Michal FABINGER & SHIBUYA Yoko & TANIGUCHI Mina, 2017. "International Influences on Japanese Supply Chains," Discussion papers 17022, Research Institute of Economy, Trade and Industry (RIETI).
  29. Silva, Thiago Christiano & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2017. "Systemic risk in financial systems: A feedback approach," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 97-120.
  30. Zareei, Abalfazl, 2019. "Network origins of portfolio risk," Journal of Banking & Finance, Elsevier, vol. 109(C).
  31. Sungki Hong, 2017. "Markup Cyclicality: A Tale of Two Models," Working Papers 2017-34, Federal Reserve Bank of St. Louis.
  32. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.
  33. Xiaqing Su & Zhe Liu, 2021. "Sector Volatility Spillover and Economic Policy Uncertainty: Evidence from China’s Stock Market," Mathematics, MDPI, vol. 9(12), pages 1-22, June.
  34. Peralta, Gustavo & Crisóstomo, Ricardo, 2016. "Financial contagion with spillover effects: a multiplex network approach," ESRB Working Paper Series 32, European Systemic Risk Board.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.