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Financial Contagion in Networks
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Cited by:
- Patrick Mugenzi & Thomas Kigabo Rusuhuzwa & Annie Uwimana, 2021. "Finding the Network Structure of Rwandan Interbank Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 435-445, May.
- Xavier Giroud & Holger M. Mueller, 2017. "Firms' Internal Networks and Local Economic Shocks," NBER Working Papers 23176, National Bureau of Economic Research, Inc.
- Tran, Ngoc-Khanh & Vuong, Thao & Zeckhauser, Richard, 2016. "Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes," Working Paper Series 16-030, Harvard University, John F. Kennedy School of Government.
- Fernando Vega-Redondo & Paolo Pin & Diego Ubfal & Cristiana Benedetti-Fasil & Charles Brummitt & Gaia Rubera & Dirk Hovy & Tommaso Fornaciari, 2019.
"Peer Networks and Entrepreneurship: a Pan-African RCT,"
Working Papers
648, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Vega-Redondo, Fernando & Pin, Paolo & Ubfal, Diego & Benedetti-Fasil, Cristiana & Brummitt, Charles & Rubera, Gaia & Hovy, Dirk & Fornaciari, Tommaso, 2019. "Peer Networks and Entrepreneurship: A Pan-African RCT," IZA Discussion Papers 12848, Institute of Labor Economics (IZA).
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019.
"Diffusion in countably infinite networks,"
Documents de travail du Centre d'Economie de la Sorbonne
19017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Post-Print halshs-02340011, HAL.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02340011, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- B. Candelon & L. Ferrara & M. Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019.
"Mapping bank securities across euro area sectors: comparing funding and exposure networks,"
Bank of England working papers
795, Bank of England.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
- Ghamami, Samim & Glasserman, Paul & Young, Hobart, 2022. "Collateralized networks," LSE Research Online Documents on Economics 107496, London School of Economics and Political Science, LSE Library.
- Wang, Tianxi, 2021. "An Interbank Network Determined by the Real Economy," Economics Discussion Papers 30021, University of Essex, Department of Economics.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," Journal of Economic Theory, Elsevier, vol. 191(C).
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017.
"Risk Sharing and Contagion in Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-sharing and contagion in networks," Working Papers 2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
- Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018.
"The systemic implications of bail-in: A multi-layered network approach,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 81-97.
- Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017. "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series 2010, European Central Bank.
- Cecchetti, Stephen & Berner, Richard & Schoenholtz, Kermit L., 2019.
"Stress Testing Networks: The Case of Central Counterparties,"
CEPR Discussion Papers
13604, C.E.P.R. Discussion Papers.
- Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019. "Stress Testing Networks: The Case of Central Counterparties," NBER Working Papers 25686, National Bureau of Economic Research, Inc.
- Ozili, Peterson K, 2017. "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper 92647, University Library of Munich, Germany.
- Matthew O. Jackson & Brian W. Rogers & Yves Zenou, 2017.
"The Economic Consequences of Social-Network Structure,"
Journal of Economic Literature, American Economic Association, vol. 55(1), pages 49-95, March.
- Zenou, Yves & Jackson, Matthew O. & Rogers, Brian, 2015. "The Economic Consequences of Social Network Structure," CEPR Discussion Papers 10406, C.E.P.R. Discussion Papers.
- Matthew O. Jackson & Brian Rogers & Yves Zenou, 2016. "The Economic Consequences of Social Network Structure," Monash Economics Working Papers 45-16, Monash University, Department of Economics.
- Jackson, Matthew O. & Rogers, Brian & Zenou, Yves, 2016. "The Economic Consequences of Social Network Structure," Working Paper Series 1116, Research Institute of Industrial Economics.
- Tut, Daniel, 2023.
"FinTech and the COVID-19 pandemic: Evidence from electronic payment systems,"
Emerging Markets Review, Elsevier, vol. 54(C).
- Tut, Daniel, 2020. "FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems," MPRA Paper 102401, University Library of Munich, Germany.
- Paul Glasserman & H. Peyton Young, 2016. "Contagion in Financial Networks," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 779-831, September.
- Castagna, Alina & Chentouf, Leila & Ernst, Ekkehard, 2017. "Economic vulnerabilities in Italy: A network analysis using similarities in sectoral employment," GLO Discussion Paper Series 50, Global Labor Organization (GLO).
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015.
"Networks, Shocks, and Systemic Risk,"
NBER Working Papers
20931, National Bureau of Economic Research, Inc.
- Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz Salehi, 2015. "Networks, Shocks, and Systemic Risk," Levine's Bibliography 786969000000001187, UCLA Department of Economics.
- Noemí NAVARRO & H. Dan TRAN, 2018. "Shock Diffusion in Large Regular Networks: The Role of Transitive Cycles," Cahiers du GREThA (2007-2019) 2018-10, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Elliott, M. & Georg, C-P. & Hazell, J., 2020. "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics 2068, Faculty of Economics, University of Cambridge.
- Mario Eboli, 2019. "The Concentration of the Banking Industry and Its Exposure to Financial Contagion," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(4), pages 95-103, April.
- Capponi, Agostino & Corell, Felix & Stiglitz, Joseph E., 2022.
"Optimal bailouts and the doom loop with a financial network,"
Journal of Monetary Economics, Elsevier, vol. 128(C), pages 35-50.
- Agostino Capponi & Felix C. Corell & Joseph E. Stiglitz, 2020. "Optimal Bailouts and the Doom Loop with a Financial Network," NBER Working Papers 27074, National Bureau of Economic Research, Inc.
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
- Navarro, Noemí & Tran, Dan H., 2018. "Shock Diffusion in Regular Networks: The Role of Transitive Cycles," MPRA Paper 86267, University Library of Munich, Germany.
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Markets," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- Stefano Zedda & Antonella Spinace-Casale, 2021. "Modeling and Simulating Cross Country Banking Contagion Risks," JRFM, MDPI, vol. 14(8), pages 1-16, July.