1. Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Jin, Liwei ; Yuan, Xianghui ; Long, Jun ; Zhao, Chencheng.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802.

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2. Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Bougheas, Spiros ; Nelson, Douglas ; Kirman, Alan ; Harvey, David I.
   In: Discussion Papers.
   RePEc:not:notcfc:2024/02.

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3. Banks and the Economy: Evidence from the Irish Bank Strike of 1966. (2024). Lennard, Jason ; Horgan, Emma ; Kenny, Sean.
   In: Lund Papers in Economic History.
   RePEc:hhs:luekhi:0256.

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4. The Financial Stability Implications of Digital Assets. (2024). Scotti, Chiara ; Carapella, Francesca ; Baughman, Garth ; Azar, Pablo ; Werman, Aurite ; Vardoulakis, Alexandros ; Swem, Nathan ; Rappoport, David E ; Perez-Sangimino, JP ; Lubis, Arazi ; Gerszten, Jacob.
   In: Economic Policy Review.
   RePEc:fip:fednep:99151.

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5. Market Reaction to News Flows in Supply Chain Networks. (2024). Todo, Yasuyuki ; Hiroyasu, Inoue.
   In: Discussion papers.
   RePEc:eti:dpaper:24077.

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6. Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro.
   In: Socio-Economic Planning Sciences.
   RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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7. Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Dibooglu, Sel ; Bugan, Mehmet Fatih ; Kilic, Yunus ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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8. Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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9. Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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10. Financial risk contagion based on dynamic multi-layer network between banks and firms. (2024). Chen, Yanyu ; Sun, Lei ; Jin, Qichao ; Hu, Zhao-Long.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001328.

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11. Contagion in debt and collateral markets. (2024). Chang, Jin-Wook ; Chuan, Grace.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000539.

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12. Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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13. Contagion and equilibria in diversified financial networks. (2024). Vohra, Rakesh ; Venkatesh, Santosh ; Amelkin, Victor.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000255.

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14. Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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15. Two experiments on trading information goods in a network. (2024). Matsushima, Hitoshi ; Maekawa, Jun ; Kayaba, Yutaka ; Hanaki, Nobuyuki.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:145:y:2024:i:c:p:1-18.

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16. Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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17. Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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18. On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x.

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19. Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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20. Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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21. Direct and indirect impacts of natural disasters on banks: A spatial framework. (2024). Sickles, Robin ; Hu, Qinyou ; Barth, James R ; Yu, Xiaoyu ; Sun, Yanfei.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000943.

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22. The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372.

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23. Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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24. When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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25. Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng.
    In: Energy.
    RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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26. Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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27. Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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28. COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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29. Optimal primary dealer selection in financial networks. (2024). Liu, Zehao ; Fan, Zhongjie ; Chu, Rongtai ; Tang, Dunzhe.
    In: Economics Letters.
    RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005062.

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30. Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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31. Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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32. The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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33. Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10991.

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34. Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:1083.

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35. Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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36. On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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37. Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao.
    In: Papers.
    RePEc:arx:papers:2404.04335.

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38. Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi.
    In: Papers.
    RePEc:arx:papers:2403.19439.

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39. Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe.
    In: Papers.
    RePEc:arx:papers:2403.10631.

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40. Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:280415.

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41. Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

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42. A MULTILAYER VIEW OF SYSTEMIC IMPORTANCE AND AGGREGATE FLUCTUATIONS. (2023). Tzavellas, Hector.
    In: International Economic Review.
    RePEc:wly:iecrev:v:64:y:2023:i:3:p:1023-1046.

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43. Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. (2023). Loperfido, Nicola ; Shushi, Tomer.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:199:y:2023:i:1:d:10.1007_s10957-023-02252-x.

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44. Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability. (2023). Ji, Meng ; Ma, Xuanling.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2023:i:2:p:72-91.

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45. anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou.
    In: Working Papers.
    RePEc:rbz:wpaper:11052.

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46. Determinants of Human Wellbeing and its Prospect Under the Role of Financial Inclusion in South Asian Countries. (2023). Audi, Marc ; Ali, Amjad ; Poulin, Marc.
    In: MPRA Paper.
    RePEc:pra:mprapa:120119.

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47. Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail.
    In: Risk Management.
    RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0.

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48. Volatility linkages and value gains from diversifying with Islamic assets. (2023). Jahromi, Maria ; Akhtar, Shumi ; John, Kose.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:54:y:2023:i:8:d:10.1057_s41267-023-00641-y.

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49. Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469..

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50. Bezpiecze?stwo depozytów bankowych w Polsce w czasie wieloletniego kryzysu. (2023). Zaleska, Magorzata.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:54:y:2023:i:5:p:459-474.

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51. Identifying Systemically Important Banks Based on an Improved DebtRank Model. (2023). Li, Shouwei ; Wang, HU.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10309-8.

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52. Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing.
    In: Computational Economics.
    RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9.

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53. Understanding Systemic Risk Dynamics and Economic Growth: Evidence from the Turkish Banking System. (2023). Koseolu, Sinem Derindere.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:19:p:14209-:d:1247840.

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54. Technology of Input–Output Analysis with CES Production: Application for Studying the Kazakhstan Supply Chain during the COVID-19 Pandemic. (2023). Shananin, Alexander ; Obrosova, Nataliia ; Boranbayev, Askar.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:19:p:14057-:d:1245351.

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55. Revisiting asset co-movement: Does network topology really matter?. (2023). Shi, Huai-Long ; Chen, Huayi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001903.

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56. Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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57. Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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58. Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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59. The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

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60. Top 1% and inequality connectedness in the EMU and WB. (2023). Milovic, Nikola ; Fabris, Nikola ; Djurovic, Gordana ; Bojaj, Martin M.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:139-155.

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61. The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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62. Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model. (2023). Chen, Naixi ; Fan, Hong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007719.

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63. Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

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64. Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683.

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65. Propagation of shocks in an input-output economy: Evidence from disaggregated prices. (2023). Villar, Daniel ; Luo, Shaowen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:137:y:2023:i:c:p:26-46.

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66. Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472.

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67. Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

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68. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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69. Creditor rights, collateral reuse, and credit supply. (2023). Lewis, Brittany Almquist.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:149:y:2023:i:3:p:451-472.

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70. The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

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71. CEO social connections and bank systemic risk: The “dark side” of social networks. (2023). Qi, Yaxuan ; Manu, Sylvester Adasi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001863.

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72. Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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73. Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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74. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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75. Decentralized lending and its users: Insights from compound. (2023). Saengchote, Kanis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000756.

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76. Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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77. Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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78. Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

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79. Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959.

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80. Strategic default in financial networks. (2023). Duncan, Alfred ; Jalloul, Maya ; Allouch, Nizar.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:142:y:2023:i:c:p:941-954.

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81. Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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82. The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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83. Asset securitization, cross holdings, and systemic risk in banking. (2023). Wu, Ying ; Zhu, Shushang ; Xiao, Shuhua.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000402.

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84. Interconnectedness of financial institutions based on pledged shares in China. (2023). Liu, Zhidong ; Yan, Guan.
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85. Network characteristics and stock liquidity:Evidence from the UK. (2023). Yang, Xiaoguang ; Huang, Chuangxia ; Jin, Cheng.
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86. Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel.
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87. Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying.
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88. Does the Achilles heel of guarantee networks drive financial distress?. (2023). Zhen, Weihao ; Wu, Wuqing ; Wang, Yirui ; Shan, Yuan George.
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89. Modeling the global sovereign credit network under climate change. (2023). Yang, Lu ; Hamori, Shigeyuki.
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90. Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong.
    In: Energy Economics.
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91. Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing.
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92. Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang.
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93. Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen.
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94. How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin.
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95. Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel.
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96. Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed.
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97. Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed.
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98. Financial fragility and information design. (2023). Tang, Dunzhe ; Fan, Zhongjie.
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99. Contagion and loss redistribution in crypto asset markets. (2023). Schar, Fabian ; Nadler, Matthias ; Schuler, Katrin.
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100. The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor.
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101. Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore.
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102. Total factor productivity in East Asia under ambiguity. (2023). Viale, Ariel M ; Lee, Velma.
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103. Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun.
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104. Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier.
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105. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
106. Two Experiments on Trading Information Goods in a Network. (2023). Matsushima, Hitoshi ; Maekawa, Jun ; Kayaba, Yutaka ; Hanaki, Nobuyuki.
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107. Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco.
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108. Another history of global financial markets: Local stock market integration since 1913 from a network perspective. (2023). PARENT, Antoine ; BASTIDON, Cécile ; Bordo, Michael ; Weidenmier, Marc Daniel.
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109. Themes of resilience in the economics literature: A topic modeling approach. (2023). Simonen, Jaakko ; Moilanen, Mikko ; Riepponen, Tapio.
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110. Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang.
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111. Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza.
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112. Drivers of Shadow Banking System: A Panel Empirical Approach for Developed Countries. (2023). Zhelyazkova, Virginia ; Goldman, Sarah.
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113. The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas.
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114. Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis.
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115. Large Banks and Systemic Risk: Insights from a Mean-Field Game Model. (2023). Benatia, David ; Firoozi, Dena ; Chang, Yuanyuan.
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116. Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena.
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117. Mean field game of mutual holding with defaultable agents, and systemic risk. (2023). Touzi, Nizar ; Guo, Gaoyue ; Djete, Mao Fabrice.
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118. A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M.
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119. Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan.
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127. Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix. (2022). Dotta, Vitor.
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128. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
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129. Who creates and who bears flow externalities in mutual funds?. (2022). Wilke, Hannes ; Jank, Stephan ; Fricke, Daniel.
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130. Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression. (2022). Vossmeyer, Angela ; Mitchener, KrisJames ; Das, Sanjiv R.
     In: Journal of Money, Credit and Banking.
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131. Intersectoral network?based channel of aggregate TFP shocks. (2022). , Anh ; Barauskaite, Kristina.
     In: International Journal of Finance & Economics.
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132. Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose.
     In: International Journal of Finance & Economics.
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133. Exploring network effects during bank failures in Argentina. (2022). Carlevaro, Emiliano A.
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134. Interbank credit exposures and financial stability. (2022). Schneorson, Oren.
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135. Bank demand for central bank liquidity and its impact on interbank markets. (2022). Krause, Andreas ; Xiao, DI.
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136. Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido.
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137. An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk. (2022). Sica, Edgardo ; Pacelli, Vincenzo ; Altinba, Hazar.
     In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
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138. Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi.
     In: Eurasian Economic Review.
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139. Measuring systemic risk and contagion in the European financial network. (2022). Tafakori, Laleh ; Rastelli, Riccardo ; Pourkhanali, Armin.
     In: Empirical Economics.
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140. Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste.
     In: Empirical Economics.
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141. Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
     In: Empirical Economics.
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142. The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel.
     In: Working Papers, Department of Economics.
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143. Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness. (2022). Watewai, Thaisiri ; Charoensom, Chotipong.
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144. Correspondent banking, systematic risk, and the Panic of 1893. (2022). Rousseau, Peter L ; Cotter, Christopher.
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145. Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam.
     In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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146. Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal.
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147. Portfolio Correlations in the Bank-Firm Credit Market of Japan. (2022). Luu, Duc Thi.
     In: Computational Economics.
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148. The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market. (2022). Li, Xin ; Feng, Yun.
     In: Computational Economics.
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149. The financial network channel of monetary policy transmission: An agent-based model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel.
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150. Study on the Coupling Coordination and Spatial Correlation Effect of Green Finance and High-Quality Economic Development—Evidence from China. (2022). Du, Yiming ; Ding, Rui ; Zhou, Tao ; Zhang, Ting ; Cheng, Shihui.
     In: Sustainability.
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151. Evaluation of Social Stability Risk of Adjusting Goods Vehicle Calculation Method Based on Optimal Combination Weighting—Cloud Model. (2022). Ding, Dong ; Li, Jingwei ; Wu, DI ; Wang, Peng Cheng ; Yin, Hui ; Chong, Pengyun.
     In: Sustainability.
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152. The Nonlinear Model of Intersectoral Linkages of Kazakhstan for Macroeconomic Decision-Making Processes in Sustainable Supply Chain Management. (2022). Shananin, Alexander ; Azieva, Gulmira ; Kerimkhulle, Seyit ; Obrosova, Natalia.
     In: Sustainability.
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153. Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Li, Yong ; Zhang, Ziyi ; Niu, Tong.
     In: Sustainability.
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154. Sharing sequentially triggered losses: Automatic conflict resolution through smart contracts. (2022). Yu, Chiu ; Hougaard, Jens Leth ; Gudmundsson, Jens.
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155. Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea.
     In: Staff Reports.
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156. Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea.
     In: Finance and Economics Discussion Series.
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157. Lockdowns Require Geographic Coordination because of the Propagation of Economic Effects through Supply Chains. (2022). Todo, Yasuyuki ; Yasuyuki, Todo ; Yohsuke, Murase ; Hiroyasu, Inoue.
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158. Propagation of Overseas Economic Shocks through Global Supply Chains: Firm-level evidence. (2022). Todo, Yasuyuki ; Yasuyuki, Todo ; Hiroyasu, Inoue.
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159. Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying.
     In: Technological Forecasting and Social Change.
     RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x.

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160. Financial stability and network complexity: A random matrix approach. (2022). Xu, Jingfeng ; Kang, Hao ; Li, Fei.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:80:y:2022:i:c:p:177-185.

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161. Modular structure in labour networks reveals skill basins. (2022). Kinsella, Stephen ; Oclery, Neave.
     In: Research Policy.
     RePEc:eee:respol:v:51:y:2022:i:5:s0048733322000142.

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162. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus.
     In: The Quarterly Review of Economics and Finance.
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163. Reducing systemic risk in a multi-layer network using reinforcement learning. (2022). Ku, Hyejin ; Le, Richard.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006458.

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164. Stability of financial market driven by information delay and liquidity in delay agent-based model. (2022). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Zhou, Wei.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003715.

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165. NetVIX — A network volatility index of financial markets. (2022). Giudici, Paolo ; Ahelegbey, Daniel Felix.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:594:y:2022:i:c:s0378437122000917.

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166. Network dynamic and stability on European Union. (2022). Ferreira, Paulo ; Vivas, Jose Garcia ; Moreira, Davidson Martins ; de Area, Eder Johnson ; Do, Raphael Silva ; de Barros, Hernane Borges.
     In: Physica A: Statistical Mechanics and its Applications.
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167. Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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168. Optimal bailouts and the doom loop with a financial network. (2022). Stiglitz, Joseph ; Corell, Felix ; Capponi, Agostino.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:128:y:2022:i:c:p:35-50.

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169. Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros.
     In: Mathematical Social Sciences.
     RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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170. Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel.
     In: Latin American Journal of Central Banking (previously Monetaria).
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171. Global banks and systemic risk: The dark side of country financial connectedness. (2022). Sanz, Leandro ; Mihov, Atanas ; McLemore, Ping.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001371.

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172. Prudential policies and systemic risk: The role of interconnections. (2022). Seregina, Ekaterina ; Karamysheva, Madina.
     In: Journal of International Money and Finance.
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173. Interbank connections, contagion and bank distress in the Great Depression?. (2022). Wheelock, David C ; Jaremski, Matthew ; Calomiris, Charles W.
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174. The international propagation of economic downturns through multinational companies: The real economy channel. (2022). Erel, Isil ; Dinc, Serdar ; Bena, Jan.
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175. Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben.
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176. Local banks, credit supply, and house prices. (2022). Blickle, Kristian.
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     RePEc:eee:jfinec:v:143:y:2022:i:2:p:876-896.

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177. The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite.
     In: Journal of Banking & Finance.
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178. Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna.
     In: Journal of Banking & Finance.
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179. Information networks in the financial sector and systemic risk. (2022). Rush, Stephen ; Borochin, Paul.
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180. Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera .
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181. Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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182. From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen.
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183. Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Urban, Jorg ; Schienle, Melanie ; Buse, Rebekka.
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184. Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A.
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185. Bank interconnectedness and financial stability: The role of bank capital. (2022). Chen, Yehning.
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186. Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott.
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     RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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187. An integrated macroprudential stress test of bank liquidity and solvency. (2022). Wolfe, Simon ; Mishra, Tapas ; Gerding, Enrico ; Bakoush, Mohamed.
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     RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000377.

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188. Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven.
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189. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE.
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190. Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li.
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191. Fund portfolio networks: A climate risk perspective. (2022). Amzallag, Adrien.
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192. Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing.
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     RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113.

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193. Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta.
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194. Network based evidence of the financial impact of Covid-19 pandemic. (2022). Scaramozzino, Roberta ; Cerchiello, Paola ; Ahelegbey, Daniel Felix.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710.

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195. Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui.
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196. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua.
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197. Systemic risks in electricity systems: A perspective on the potential of digital technologies. (2022). Neumann, Christoph ; Heine, Moreen ; Fridgen, Gilbert ; Weibelzahl, Martin ; Sedlmeir, Johannes ; Korner, Marc-Fabian.
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198. Energy security: Does systemic risk spillover matter? Evidence from China. (2022). Hu, Xin ; Lin, Renda ; Deng, Yuanyue ; Zhu, BO ; Chen, Pingshe.
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199. Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng.
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200. Insurance risk analysis of financial networks vulnerable to a shock. (2022). Xun, LI ; Tong, Zhiwei ; Tang, Qihe.
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201. Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael.
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202. Peer-to-peer multi-risk insurance and mutual aid. (2022). Feng, Runhuan ; Abdikerimova, Samal.
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203. Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi.
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204. The optimal bailout policy in an interbank network. (2022). Sim, Khai Zhi.
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205. Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi.
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206. Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan.
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207. Does diversification promote systemic risk?. (2022). He, Jianmin ; Liu, Xiaoxing ; Wang, Chao.
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208. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M.
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209. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
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210. Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang.
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211. Asia’s financial interconnectedness: Evolution, implications, and insights from past crises. (2022). Melchor, Monica ; Rosenkranz, Peter.
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212. Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing.
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213. Geographic networks and spillovers between banks. (2022). Shakya, Shasta.
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214. Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi.
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215. Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers. (2022). Altavilla, Carlo ; Scopelliti, Alessandro ; Ongena, Steven ; Fernandes, Cecilia Melo.
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216. Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio.
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217. The Ukraine-Russia war and systemic financial stress. (2022). Zongo, Amara ; Yatie, Alhonita ; Osei-Tutu, Francis ; Boungou, Whelsy.
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218. Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal.
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219. FINANCIAL STABILITY, THE OBJECTIVE OF DEVELOPMENT FINANCIAL MARKETS. (2022). Elena, Radu.
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220. Credit Rating Prediction Through Supply Chains: A Machine Learning Approach. (2022). Zhou, Sean X ; Zhang, Zhaocheng ; Wu, Jing.
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221. Bank lending networks and the propagation of natural disasters. (2022). , Joo ; Macchiavelli, Marco ; Ivanov, Ivan T.
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222. Globalisation, Exchange Rate Regimes, and Financial Contagion. (2022). Uroevia, Branko ; Nikitin, Maxim.
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223. Decentralized lending and its users: Insights from Compound. (2022). Saengchote, Kanis.
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224. Understanding stock market instability via graph auto-encoders. (2022). Zohren, Stefan ; Dong, Xiaowen ; Gorduza, Dragos.
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225. A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU.
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226. Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning. (2022). Pasquali, Stefano ; Mehta, Dhagash ; Nair, Nayana ; Sarmah, Bhaskarjit.
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227. $\Delta-$CoES. (2022). Leeuwenkamp, Aleksy.
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228. Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico.
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229. Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro.
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230. Double Counting in Mystery: Journey of Intermediate Products in Multi-Country Trade. (2022). Biyik, Onur.
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239. A time-varying network for cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang ; Guo, LI.
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240. Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices. (2021). Charles-Cadogan, G.
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241. The double?edged sword of global integration: Robustness, fragility, and contagion in the international firm network. (2021). Grant, Everett ; Yung, Julieta.
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242. Systemic risk in the Chinese financial system: A copula?based network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Wu, Fei.
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243. Capital Buffers in a Quantitative Model of Banking Industry Dynamics. (2021). Corbae, Dean ; D'Erasmo, Pablo.
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244. COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto.
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245. The Key Class in Networks. (2021). Allouch, Nizar ; Duncan, Alfred ; Jalloul, Maya.
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246. Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses.
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247. The economics of platforms in a Walrasian framework. (2021). Jain, Anil K ; Townsend, Robert M.
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248. Risk sharing and financial stability: a welfare analysis. (2021). Huang, Shaoan ; Wang, Weijia.
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249. Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing.
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250. Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Li, Xin ; Feng, Yun.
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251. Dynamic Contract Design for Systemic Cyber Risk Management of Interdependent Enterprise Networks. (2021). Baar, Tamer ; Zhu, Quanyan ; Chen, Juntao.
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252. Assessing the impact of incomplete information on the resilience of financial networks. (2021). Rotundo, Giulia ; Iovanella, Antonio ; Ferraro, Giovanna ; Cinelli, Matteo.
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253. Contagion in Debt and Collateral Markets. (2021). Chang, Jin-Wook.
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254. MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit. (2021). Valentini, Francesco ; Bartolucci, Francesco ; Pigini, Claudia.
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255. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A.
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256. Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta.
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257. Counterparty Choice, Bank Interconnectedness, and Systemic Risk. (2021). Kim, Dasol ; Ellul, Andrew.
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258. Bank regulation and systemic risk: cross country evidence. (2021). Zhou, Yue ; Liu, Frank Hong ; Chen, Lei.
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259. Moral Responsibility for Systemic Financial Risk. (2021). Moggia, Jakob.
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260. Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields. (2021). Firtina, Can ; Pinar, Mustafa Elebi ; Onural, Levent.
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261. Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P.
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262. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William.
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263. Finding the Network Structure of Rwandan Interbank Market. (2021). Uwimana, Annie ; RUSUHUZWA, Thomas Kigabo ; Mugenzi, Patrick.
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264. Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed.
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265. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
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266. Environmental Sustainability Post-COVID-19: Scrutinizing Popular Hypotheses from a Social Science Perspective. (2021). de Brito, Mariana Madruga ; Beck, Silke ; Lehmann, Paul ; Thran, Daniela ; Strunz, Sebastian ; Schiller, Johannes ; Otto, Danny ; Lepenies, Robert ; Haase, Annegret ; Gross, Matthias ; Gawel, Erik.
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267. An Equilibrium-Based Measure of Systemic Risk. (2021). Tian, Weidong ; Schulte, James ; Ivanov, Katerina ; Tseng, Kevin.
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268. Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano.
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269. Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn.
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270. Los mercados financieros ante la disrupción de las nuevas tecnologías digitales. (2021). Corredor, Jorge Armando ; Herrera, Mauricio Baquero ; Lopez, Luis Fernando.
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271. The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan .
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272. Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. (2021). Olmo, Jose ; Laborda, Ricardo.
     In: Research in International Business and Finance.
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273. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao.
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274. Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo.
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     RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619.

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275. The influence of risk attitude on credit risk contagion—Perspective of information dissemination. (2021). Gu, Jing ; Feng, Hairong ; Qian, Qian.
     In: Physica A: Statistical Mechanics and its Applications.
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276. Implicit government guarantees and the externality of portfolio diversification: A complex network approach. (2021). Niu, Xiaoli ; Wu, Kexing.
     In: Physica A: Statistical Mechanics and its Applications.
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277. Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan.
     In: Physica A: Statistical Mechanics and its Applications.
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278. Distress propagation on production networks: Coarse-graining and modularity of linkages. (2021). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish.
     In: Physica A: Statistical Mechanics and its Applications.
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279. The influence factors of the national roles in the FDI network: A combined methods of complex networks and Panel Data Analysis. (2021). Lian, Peng ; Arif, Asma ; Wang, Yanli ; Hussain, Mujahid ; Qi, Yajie.
     In: Physica A: Statistical Mechanics and its Applications.
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280. Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda.
     In: Physica A: Statistical Mechanics and its Applications.
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281. Network connectedness and Chinas systemic financial risk contagion——An analysis based on big data. (2021). Wang, Daoping ; Fan, Xiaoyun.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305256.

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282. A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter.
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283. Commercial and banking credit network in Uruguay. (2021). PONCE, Jorge ; Lluberas, Rodrigo ; Landaberry, Maria Victoria ; Baron, Andrea.
     In: Latin American Journal of Central Banking (previously Monetaria).
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284. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
     In: Resources Policy.
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285. Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando.
     In: Journal of Economic Theory.
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286. Systemic risk shifting in financial networks. (2021). Hazell, Jonathon ; Georg, Co-Pierre ; Elliott, Matthew.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301502.

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287. Throwing good money after bad: Zombie lending and the supply chain contagion of firm exit. (2021). Lu, Jiankun ; Liu, Dinghua ; Dai, Yun.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:189:y:2021:i:c:p:379-402.

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288. Spreading of an infectious disease between different locations. (2021). Razzolini, Tiziano ; Pin, Paolo ; Muscillo, Alessio.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:183:y:2021:i:c:p:508-532.

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289. Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia.
     In: Journal of Business Research.
     RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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290. On the predictive power of network statistics for financial risk indicators. (2021). , Mike ; Zhang, Zhepei ; Song, Jianhua.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001347.

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291. Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer.
     In: Journal of International Financial Markets, Institutions and Money.
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292. Overlapping board connections with banker directors and corporate loan terms: Evidence from syndicated loans. (2021). TOGAN EGRICAN, Asli.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000703.

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293. Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Shuai ; Wang, Qingyu ; Lu, Liping ; Fu, Qiang.
     In: Journal of Financial Stability.
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294. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano.
     In: Journal of Financial Stability.
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295. Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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296. Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie.
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     RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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297. Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao.
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298. Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
     In: International Review of Financial Analysis.
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299. Detecting granular time series in large panels. (2021). Mesters, Geert ; Brownlees, Christian.
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300. Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan.
     In: The North American Journal of Economics and Finance.
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301. Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh.
     In: The North American Journal of Economics and Finance.
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302. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting.
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303. A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang.
     In: Economic Modelling.
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304. Global intersectoral production network and aggregate fluctuations. (2021). , Anh ; Barauskaite, Kristina.
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305. Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan.
     In: Journal of Economic Dynamics and Control.
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306. The drivers of systemic risk in financial networks: a data-driven machine learning analysis. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel.
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307. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
308. Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko.
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309. Propagation of economic shocks through global supply chains—Evidence from Hurricane Sandy. (2021). Todo, Yasuyuki ; Matous, Petr ; Kashiwagi, Yuzuka.
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310. Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong.
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     RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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311. Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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312. Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu.
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313. Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu.
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314. Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique.
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315. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel.
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316. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel.
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317. Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert.
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318. Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro.
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319. A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI.
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320. Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A.
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321. Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe .
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322. The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio.
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323. COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio.
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324. A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI.
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325. .

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330. Dynamic Spatial Network Quantile Autoregression. (2020). Wang, Weining ; shin, yongcheol ; Xu, Xiu.
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331. Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers. (2020). Huremović, Kenan ; Peydro, Jose-Luis ; Vega-Redondo, Fernando ; Moral-Benito, Enrique ; Jimenez, Gabriel ; Huremovic, Kenan .
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332. Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian.
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333. Trader networks and options risk management. (2020). Boyd, Naomi ; Sun, LI ; Locke, Peter .
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334. Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices. (2020). Zhou, Yinggang ; Yang, Zihui ; Cheng, Xin.
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335. Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach. (2020). Siklos, Pierre ; Gross, Christian.
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336. Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi.
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337. Risk contagion in the cross‐border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing.
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338. Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?. (2020). Vladimirov, Evgenii V ; Eratalay, Hakan M.
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339. Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers. (2020). Gabriel, Jimenez ; Huremovic, Kenan ; Vega-Redondo, Fernando ; Peydro, Jose-Luis ; Moral-Benito, Enrique.
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340. Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections.. (2020). Calef, Andrea.
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341. Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul.
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342. A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj.
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343. Regulating financial networks under uncertainty. (2020). Ramirez, Carlos.
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344. Defaulting firms and systemic risks in financial networks: a normative approach. (2020). le Grand, Franois ; Legrand, Franois ; Jouneau, Frederic ; Houy, Nicolas.
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345. Crisis Contracts. (2020). Gersbach, Hans ; Britz, Volker ; Aptus, Elias .
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346. Voluntary contributions in a system with uncertain returns: a case of systemic risk. (2020). Morone, Andrea ; Georgantzís, Nikolaos ; García-Gallego, Aurora ; Colasante, Annarita ; Georgantzis, Nikolaos ; Garcia-Gallego, Aurora.
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347. From FDI network topology to macroeconomic instability. (2020). Ricchiuti, Giorgio ; Masi, Giulia.
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348. Network Risk in the European Sovereign CDS Market. (2020). Todorova, Zornitsa.
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349. Tree Networks to assess Financial Contagion. (2020). Ahelegbey, Daniel Felix ; Giudici, Paolo ; Agosto, Arianna.
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350. Bank Coordination and Monetary Transmission: Evidence from India. (2020). Subramanian, Krishnamurthy ; Dixit, Shiv .
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351. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Stanley, Eugene ; Pantelous, Athanasios ; Chen, Yanhua.
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352. Macroprudential Policy: a Blessing or a Curse?. (2020). Popoyan, Lilit.
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353. Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix.
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354. Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh.
     In: DEM Working Papers Series.
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355. Modeling Risk Contagion in the Italian Zonal Electricity Market. (2020). Ahelegbey, Daniel Felix ; Fianu, Emmanuel Senyo ; Grossi, Luigi.
     In: DEM Working Papers Series.
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356. A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series. (2020). Ahelegbey, Daniel Felix ; Carvalho, Luis ; Kolaczyk, Eric D.
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357. Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano.
     In: Risk Management.
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358. Fiscal tools to reduce transition costs of climate change mitigation. (2020). Forni, Lorenzo ; Catalano, Michele ; Pezzolla, Emilia.
     In: Marco Fanno Working Papers.
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359. Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark.
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360. Interbank Networks in the Shadows of the Federal Reserve Act. (2020). Ordonez, Guillermo ; Ordoez, Guillermo ; Erol, Selman ; Anderson, Haelim.
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361. Optimal Bailouts and the Doom Loop with a Financial Network. (2020). Stiglitz, Joseph ; Corell, Felix C ; Capponi, Agostino.
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362. Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin.
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363. Industrial firms and systemic risk. (2020). Flavin, Thomas ; Wosser, Michael ; O'Connor, Thomas ; Dungey, Mardi.
     In: Economics, Finance and Accounting Department Working Paper Series.
     RePEc:may:mayecw:n298-20.pdf.

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364. Forecasting Financial Networks. (2020). Caraiani, Petre.
     In: Computational Economics.
     RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09925-8.

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365. Financial Contagion in Core–Periphery Networks and Real Economy. (2020). Chiba, Asako.
     In: Computational Economics.
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366. Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi.
     In: Computational Economics.
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367. Proper measures of connectedness. (2020). Uberti, Pierpaolo ; Torrente, Maria-Laura ; Maggi, Mario.
     In: Annals of Finance.
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368. A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu.
     In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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369. A Decade After the Global Financial Crisis: Lessons and Policy for International Stability. (2020). Karol, Anjali.
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     RePEc:jfr:ijfr11:v:11:y:2020:i:2:p:416-423.

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370. A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning. (2020). Yao, David D ; Sun, XU ; Capponi, Agostino.
     In: Mathematics of Operations Research.
     RePEc:inm:ormoor:v:45:y:2020:i:3:p:1127-1152.

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371. Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S.
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372. Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed.
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373. Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste.
     In: Working Papers.
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374. The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises. (2020). Sussman, Oren ; Guembel, Alexander.
     In: Post-Print.
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375. Rethinking the Income Inequality and Financial Development Nexus. A Study of Nine OECD Countries. (2020). Rodriguez-Fernandez, Jose M ; Ruza, Cristina ; de la Cuesta-Gonzalez, Marta.
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     RePEc:gam:jsusta:v:12:y:2020:i:13:p:5449-:d:381108.

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376. From Big Data to Econophysics and Its Use to Explain Complex Phenomena. (2020). PEREIRA, EDER JOHNSON DE AREA ; Ferreira, Paulo.
     In: JRFM.
     RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:153-:d:383955.

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377. The Impact of Industry on European Union Emissions Trading Market—From Network Perspective. (2020). Fan, Ying ; Liu, Yinpeng ; Wang, Jiqiang ; Guo, Jianfeng.
     In: Energies.
     RePEc:gam:jeners:v:13:y:2020:i:21:p:5642-:d:436174.

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378. Sharing sequentially triggered losses. (2020). Ko, Chiu Yu ; Yu, Chiu ; Hougaard, Jens Leth ; Gudmundsson, Jens.
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379. The Economics of Platforms in a Walrasian Framework. (2020). Townsend, Robert ; Jain, Anil K.
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380. Technology Contagion in Networks. (2020). Billard, Come.
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381. Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:100868.

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382. Linking FDI Network Topology with the Covid-19 Pandemic. (2020). Ricchiuti, Giorgio ; de Masi, Giulia ; Antonietti, Roberto.
     In: Papers in Evolutionary Economic Geography (PEEG).
     RePEc:egu:wpaper:2054.

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383. Liquidity policies and financial fragility. (2020). Beteto, Danilo Lopomo.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:70:y:2020:i:c:p:135-153.

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384. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng .
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     RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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385. Listed zombie firms and top executive gender: Evidence from an emerging market. (2020). Gözgör, Giray ; Lau, Chi-Keung Marco ; Gozgor, Giray ; Fang, Jianchun ; Yan, Cheng ; Wu, Wanshan.
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386. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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387. Liquidity requirements and the interbank loan market: An experimental investigation. (2020). Davis, Douglas ; Korenok, Oleg ; Prescott, Edward S ; Lightle, John P.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:115:y:2020:i:c:p:113-126.

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388. Real estate supports rapid development of Chinas urbanization. (2020). Cao, Shixiong ; Liu, Qing ; Cai, Zhaoyang.
     In: Land Use Policy.
     RePEc:eee:lauspo:v:95:y:2020:i:c:s0264837719313444.

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389. What a network measure can tell us about financial interconnectedness and output volatility. (2020). Corbett, Jenny ; Xu, Ying.
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300423.

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390. Micro-level transmission of monetary policy shocks: The trading book channel. (2020). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:179:y:2020:i:c:p:279-298.

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391. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

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392. Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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393. Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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394. Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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395. Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis. (2020). Shin, Kwanho ; Park, Cyn-Young.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306722.

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396. The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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397. Financial network linkages to predict economic output. (2020). Wang, Dan ; Huang, Wei-qiang .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301746.

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398. Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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399. Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca.
     In: International Review of Financial Analysis.
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400. Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE.
     In: International Review of Financial Analysis.
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401. Will energy transitions impact financial systems?. (2020). Xu, Yingying.
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     RePEc:eee:energy:v:194:y:2020:i:c:s0360544220300177.

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402. Fiscal risk and financial fragility. (2020). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria.
     In: Emerging Markets Review.
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403. The Ecology of Money: A Critical Assessment. (2020). Larue, Louis.
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404. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping.
     In: The North American Journal of Economics and Finance.
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405. Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu.
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406. Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna.
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     RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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407. The formation of a core-periphery structure in heterogeneous financial networks. (2020). van der Leij, Marco ; Hommes, Cars ; In, Daan.
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408. Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
     In: Journal of Economic Dynamics and Control.
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409. Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando.
     In: Journal of Economic Dynamics and Control.
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410. Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI.
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411. Intra-industry transfer effects of credit risk news: Rated versus unrated rivals. (2020). Abad, Pilar ; Robles, M D ; Ferreras, R.
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412. Firm-specific shocks and contagion: are banks special?. (2020). Stracca, Livio ; Engljahringer, Hannah Katharina.
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413. Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo.
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414. The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios. (2020). Craig, Ben ; Paterlini, Sandra ; Giuzio, Margherita.
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415. Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers. (2020). Peydro, Jose-Luis ; Moral-Benito, Enrique ; Jimenez, Gabriel ; Huremović, Kenan ; Vega-Redondo, Fernando.
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416. The drivers of cyber risk. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iñaki ; Leach, Thomas.
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417. Researching the Research: A Central Banking Edition. (2020). Rakovská, Zuzana ; Malovana, Simona ; Hodula, Martin.
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418. Supply Network Formation and Fragility. (2020). Golub, Benjamin ; Leduc, M V ; Elliott, M.
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419. Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele.
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420. Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi.
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421. Commercial and banking credit network in Uruguay. (2020). Lluberas, Rodrigo ; Baron, Andrea ; Ponce, Jorge ; Landaberry, Maria Victoria.
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422. The drivers of cyber risk. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iñaki ; Leach, Thomas.
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423. Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers. (2020). Huremović, Kenan ; Vega-Redondo, Fernando ; Peydro, Jose-Luis ; Moral-Benito, Enrique ; Jimenez, Gabriel ; Huremovic, Kenan .
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424. On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity. (2020). Hipp, Ruben.
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425. Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe.
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426. Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As.
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427. Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C.
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428. Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni .
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429. Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed.
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430. Distress propagation on production networks: Coarse-graining and modularity of linkages. (2020). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish.
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431. Evolving efficiency and robustness of global oil trade networks. (2020). Zhou, Wei-Xing ; Wei, NA ; Xie, Wen-Jie.
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432. Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin.
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433. Financial replicator dynamics: emergence of systemic-risk-averting strategies. (2020). Kavitha, Veeraruna ; Saha, Indrajit.
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434. Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying.
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435. Default Ambiguity: Finding the Best Solution to the Clearing Problem. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As.
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436. Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As.
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437. Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed.
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438. Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste.
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439. .

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440. Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian.
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441. High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro.
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442. Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil. (2019). Ossandon Busch, Matias ; Noth, Felix.
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443. Peer and network effects in medical innovation: the case of laparoscopic surgery in the English NHS. (2019). Rose, Christiern ; Propper, Carol ; Miraldo, Marisa ; Barrenho, Eliana.
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444. BORROWING CAPACITY, FINANCIAL INSTABILITY, AND CONTAGION. (2019). Choi, Youngna.
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445. FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS. (2019). Beyers, Conrad ; van Zyl, Gusti ; Walters, Nadine.
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446. Natural Disasters, Cascading Losses, and Economic Complexity: A Multi-layer Behavioral Network Approach. (2019). Monasterolo, Irene ; Naqvi, Asjad.
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447. SYSTEMIC RISK: AN OVERVIEW. (2019). Zeldea, Cristina Georgiana.
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448. Integration Among US Banks. (2019). Cotter, John ; Anand, Abhinav.
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449. Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena.
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450. The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios. (2019). Paterlini, Sandra ; Giuzio, Margherita ; Craig, Ben.
     In: ESRB Working Paper Series.
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451. Identifying systemically important financial institutions: a network approach. (2019). Spelta, Alessandro ; Kaltwasser, Pablo Rovira.
     In: Computational Management Science.
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452. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
     In: Sciences Po publications.
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453. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Niko, Hauzenberger ; Pfarrhofer, Michael.
     In: Working Papers in Economics.
     RePEc:ris:sbgwpe:2019_006.

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454. Anticipated Financial Contagion. (2019). Ahnert, Toni ; Durand, Gideon ; du Rand, Gideon ; Georg, Co-Pierre.
     In: 2019 Meeting Papers.
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455. Risk-Sharing and Investment in Concentrated Markets. (2019). Sockin, Michael ; Neuhann, Daniel.
     In: 2019 Meeting Papers.
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456. Production Network Structure, Service Share, and Aggregate Volatility. (2019). Miranda-Pinto, Jorge.
     In: Discussion Papers Series.
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457. Mapping Thailands Financial Landscape: A Perspective through Balance Sheet Linkages and Contagion. (2019). Ruengsrichaiya, Kaipichit ; Panyanukul, Sakkapop ; Watewai, Thaisiri ; Civilize, Bodin.
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458. A Pareto Criterion on Systemic Risk. (2019). Wang, Weijia.
     In: MPRA Paper.
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459. Factorial Network Models To Improve P2P Credit Risk Management. (2019). Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka ; Giudici, Paolo.
     In: MPRA Paper.
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460. Tree Networks to Assess Financial Contagion. (2019). Ahelegbey, Daniel Felix ; Giudici, Paolo.
     In: MPRA Paper.
     RePEc:pra:mprapa:92632.

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461. Information insensitivity, collateral flows and the logic of financial stability. (2019). Mantovi, Andrea.
     In: Economics Department Working Papers.
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462. Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila.
     In: Risk Management.
     RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2.

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463. Asset commonality of European banks. (2019). Dissem, Sonia.
     In: Journal of Banking Regulation.
     RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0064-5.

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464. Contagion in Derivatives Markets. (2019). Rajan, Sriram ; Paddrik, Mark ; Young, Peyton H.
     In: Economics Series Working Papers.
     RePEc:oxf:wpaper:886.

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465. The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks. (2019). Watugala, Sumudu ; Monin, Phillip ; Kruttli, Mathias .
     In: Working Papers.
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466. Using Network Method to Measure Financial Interconnection. (2019). Corbett, Jenny ; Xu, Ying.
     In: NBER Working Papers.
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467. Stress Testing Networks: The Case of Central Counterparties. (2019). Schoenholtz, Kermit ; Cecchetti, Stephen ; Berner, Richard B.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:25686.

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468. Regulatory Policy for Digital Economy- Holistic Institutional Framework. (2019). Lavrentyeva, Anna V ; Frolov, Daniil P.
     In: Montenegrin Journal of Economics.
     RePEc:mje:mjejnl:v:15:y:2019:i:4:33-44.

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469. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
     In: Working Papers.
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470. Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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471. An experimental examination of interbank markets. (2019). Korenok, Oleg ; Davis, Douglas ; Lightle, John P.
     In: Experimental Economics.
     RePEc:kap:expeco:v:22:y:2019:i:4:d:10.1007_s10683-018-9595-y.

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472. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
     In: IREA Working Papers.
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473. On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review. (2019). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Carbajal-De, Carolina.
     In: Panorama Económico.
     RePEc:ipn:panora:v:15:y:2019:i:29:p:7-38.

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474. Imperfect Renegotiations in Interbank Financial Networks. (2019). Lehar, Alfred ; David, Alexander.
     In: Management Science.
     RePEc:inm:ormnsc:v:65:y:2019:i:5:p:2342-2359.

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475. Internal Capital Markets in Business Groups and the Propagation of Credit Supply Shocks. (2019). Zhu, WU ; Townsend, Robert M ; Shi, YU.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2019/111.

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476. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
     In: IMF Working Papers.
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477. Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan.
     In: IIMA Working Papers.
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478. The Concentration of the Banking Industry and Its Exposure to Financial Contagion. (2019). Eboli, Mario.
     In: International Journal of Economics and Finance.
     RePEc:ibn:ijefaa:v:11:y:2019:i:4:p:95-103.

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479. Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach. (2019). Valdez, L D ; Stanley, H E ; Zhang, X ; Braunstein, L A.
     In: Complexity.
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480. Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market. (2019). Napoletano, Mauro ; Popoyan, Lilit ; Roventini, Andrea.
     In: Working Papers.
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481. Diffusion in countably infinite networks. (2019). Rusinowska, Agnieszka ; Venel, Xavier ; Grabisch, Michel.
     In: Post-Print.
     RePEc:hal:journl:halshs-02340011.

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482. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Douady, Raphael ; Ye, Xingxing.
     In: Post-Print.
     RePEc:hal:journl:hal-02488592.

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483. Diffusion in countably infinite networks. (2019). Grabisch, Michel ; Venel, Xavier ; Rusinowska, Agnieszka.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:halshs-02340011.

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484. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Ye, Xingxing ; Douady, Raphael.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:hal-02488592.

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485. Risk Factor Identification of Sustainable Guarantee Network Based on Logistic Regression Algorithm. (2019). Yue, Xiaoguang ; Manta, Otilia ; Duarte, Nelson ; Hu, Lin ; He, Han .
     In: Sustainability.
     RePEc:gam:jsusta:v:11:y:2019:i:13:p:3525-:d:243353.

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486. Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors. (2019). Shi, Shuping ; Hurn, Stan ; Volkov, Vladimir ; Dungey, Mardi.
     In: Econometrics.
     RePEc:gam:jecnmx:v:7:y:2019:i:1:p:5-:d:198651.

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487. The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew.
     In: Working Papers.
     RePEc:fip:fedlwp:2019-002.

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488. Collateralized Debt Networks with Lender Default. (2019). Chang, Jin-Wook.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2019-83.

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489. Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2019-56.

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490. Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects. (2019). Minoiu, Camelia ; Kapan, Tumer ; Hale, Galina.
     In: Finance and Economics Discussion Series.
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491. Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit.
     In: Documents de Travail de l'OFCE.
     RePEc:fce:doctra:1914.

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492. The Effect of Social Interactions on Exporting Activities: Evidence from Micro, Small, and Medium-Sized Enterprises in rural Vietnam. (2019). Todo, Yasuyuki ; Yasuyuki, Todo ; Ri, YU ; Daichi, Shimamoto.
     In: Discussion papers.
     RePEc:eti:dpaper:19020.

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493. Banking system resilience: an empirical appraisal. (2019). Paredes-Gazquez, Juandiego ; de la Cuesta-Gonzalez, Marta ; Ruza, Cristina.
     In: Journal of Economic Studies.
     RePEc:eme:jespps:jes-06-2018-0199.

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494. Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2019-43.

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495. FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio.
     In: CAMA Working Papers.
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496. Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena.
     In: Structural Change and Economic Dynamics.
     RePEc:eee:streco:v:51:y:2019:i:c:p:55-66.

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497. Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307.

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498. Effect of interbank activities on bank risk: Why is China different?. (2019). Huang, Yu-Li ; Shen, Chung-Hua.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:74:y:2019:i:c:p:308-327.

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499. Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity. (2019). Tong, MU ; Wu, Shan ; He, YI.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119306144.

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500. The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761.

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501. Chinas financial network with international spillovers: A first look. (2019). Ma, Jun ; Yu, Ziliang ; Yang, Jian.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301258.

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502. Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158.

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503. Equilibrium in production chains with multiple upstream partners. (2019). Zhang, Junnan ; Yu, Meng.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:83:y:2019:i:c:p:1-10.

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504. Identifying Systemically Important Banks: A temporal approach for macroprudential policies. (2019). Kaltwasser, Rovira P ; Pecora, N ; Spelta, A.
     In: Journal of Policy Modeling.
     RePEc:eee:jpolmo:v:41:y:2019:i:1:p:197-218.

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505. Contagion across US and European financial markets: Evidence from the CDS markets. (2019). Apergis, Nicholas ; Christou, Christina ; Kynigakis, Iason.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:96:y:2019:i:c:p:1-12.

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506. Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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507. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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508. Financial contagion and economic development: An epidemiological approach. (2019). Bucci, Alberto ; Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:162:y:2019:i:c:p:211-228.

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509. Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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510. Network origins of portfolio risk. (2019). Zareei, Abalfazl .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

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511. Bailouts and systemic insurance. (2019). Ratnovski, Lev ; Dellariccia, Giovanni.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:105:y:2019:i:c:p:166-177.

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512. Contagion risk in global banking sector. (2019). Mishra, Anil ; Choudhury, Tonmoy ; Batten, Jonathan A ; Daly, Kevin.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118300684.

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513. Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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514. Identifying fragility for the stock market: Perspective from the portfolio overlaps network. (2019). Guo, Xin-Yu ; Lin, LI.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:62:y:2019:i:c:p:132-151.

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515. Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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516. Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Ozyildirim, Suheyla ; Sumer, Tuba Pelin.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:66:y:2019:i:c:s1057521919303114.

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517. Social Networks in Economic History: Opportunities and Challenges. (2019). Mesevage, Gabriel Geisler ; Esteves, Rui.
     In: Explorations in Economic History.
     RePEc:eee:exehis:v:74:y:2019:i:c:s0014498318301682.

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518. Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:40:y:2019:i:c:2.

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519. Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann.
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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520. Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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521. Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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522. Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

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523. Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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524. A flow network analysis of direct balance-sheet contagion in financial networks. (2019). Eboli, Mario.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:103:y:2019:i:c:p:205-233.

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525. Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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526. Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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527. Debt-side governance and the geography of project finance syndicates. (2019). Mullner, Jakob ; Dorobantu, Sinziana.
     In: Journal of Corporate Finance.
     RePEc:eee:corfin:v:57:y:2019:i:c:p:161-179.

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528. Diversification and systemic risk in the banking system. (2019). He, Jianmin ; Ma, Jing ; Wang, Chao ; Liu, Xiaoxing.
     In: Chaos, Solitons & Fractals.
     RePEc:eee:chsofr:v:123:y:2019:i:c:p:413-421.

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529. Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco ; Battiston, Stefano ; Roncoroni, Alan .
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20192331.

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530. Regulating the doom loop. (2019). Langfield, Sam ; Alogoskoufis, Spyros.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20192313.

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531. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
     In: Working Papers ECARES.
     RePEc:eca:wpaper:2013/283963.

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532. Stability Implications of Financial Interconnectedness under the Capital Markets Union. (2019). Inhoffen, Justus.
     In: DIW Roundup: Politik im Fokus.
     RePEc:diw:diwrup:129en.

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533. Trade Networks and Firm Value: Evidence from the US-China Trade War. (2019). Tang, Heiwai ; Liu, Sibo ; Lin, Chen ; Huang, YI.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:14173.

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534. Stress Testing Networks: The Case of Central Counterparties. (2019). Cecchetti, Stephen ; Schoenholtz, Kermit ; Berner, Richard.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:13604.

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535. Simulating liquidity stress in the derivatives market. (2019). Ferrara, Gerardo ; Vause, Nicholas ; Bardoscia, Marco ; Yoganayagam, Michael.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0838.

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536. A structural model of interbank network formation and contagion. (2019). Coen, Patrick.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0833.

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537. Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions. (2019). Silva, Thiago ; Cortes, Gustavo.
     In: Working Papers Series.
     RePEc:bcb:wpaper:507.

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538. Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan .
     In: Staff Working Papers.
     RePEc:bca:bocawp:19-44.

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539. Credit Risk and Financial Stability Under Controlling Effect of Financial Sector Development: A Study from Banking Sector of GCC Members. (2019). al Hussaini, Ahmed Nahar.
     In: International Journal of Asian Social Science.
     RePEc:asi:ijoass:2019:p:122-138.

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540. Equilibria and Systemic Risk in Saturated Networks. (2019). Fagnani, Fabio ; Como, Giacomo ; Massai, Leonardo .
     In: Papers.
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541. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko.
     In: Papers.
     RePEc:arx:papers:1911.06206.

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542. Equilibrium in Production Chains with Multiple Upstream Partners. (2019). Zhang, Junnan ; Yu, Meng.
     In: Papers.
     RePEc:arx:papers:1908.08208.

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543. Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo.
     In: Papers.
     RePEc:arx:papers:1907.07908.

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544. Unravelling the forces underlying urban industrial agglomeration. (2019). Beguerisse-Diaz, Mariano ; Hulot, Francois ; Heroy, Samuel ; O'Clery, Neave.
     In: Papers.
     RePEc:arx:papers:1903.09279.

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545. The Computational Complexity of Financial Networks with Credit Default Swaps. (2019). Battiston, Stefano ; Seuken, Sven ; Schuldenzucker, Steffen.
     In: Papers.
     RePEc:arx:papers:1710.01578.

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546. Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco.
     In: Papers.
     RePEc:arx:papers:1705.07155.

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547. Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto.
     In: SAFE Working Paper Series.
     RePEc:zbw:safewp:208.

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548. Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility Indices. (2018). Zhou, Yinggang ; Yang, Zihui .
     In: IRTG 1792 Discussion Papers.
     RePEc:zbw:irtgdp:2018003.

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549. A DYNAMICAL MODEL FOR THE PROCESS OF SHARING. (2018). Krause, Ulrich.
     In: Advances in Complex Systems (ACS).
     RePEc:wsi:acsxxx:v:21:y:2018:i:06n07:n:s0219525918500169.

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550. Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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551. Long Memory via Networking. (2018). Schennach, Susanne.
     In: Econometrica.
     RePEc:wly:emetrp:v:86:y:2018:i:6:p:2221-2248.

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552. The propagation of business sentiment within the European Union. (2018). Oberhofer, Harald ; Kukuvec, Anja.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:6003.

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553. The propagation of business sentiment within the European Union. (2018). Oberhofer, Harald ; Kukuvec, Anja.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp257.

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554. The Propagation of Business Sentiment within the European Union?. (2018). Oberhofer, Harald ; Kukuvec, Anja.
     In: WIFO Working Papers.
     RePEc:wfo:wpaper:y:2018:i:549.

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555. International propagation of economic shocks through global supply chains. (2018). Todo, Yasuyuki ; Matous, Petr ; Kashiwagi, Yuzuka.
     In: Working Papers.
     RePEc:wap:wpaper:1810.

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556. Hazardous Lending: The Impact of Natural Disasters on BanksAsset Portfolio. (2018). Sanders, Mark ; Bos, J. ; Li, Runliang.
     In: Research Memorandum.
     RePEc:unm:umagsb:2018021.

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557. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
     In: TSE Working Papers.
     RePEc:tse:wpaper:32399.

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558. Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio.
     In: DEM Working Papers.
     RePEc:trn:utwprg:2018/06.

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559. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
     In: Applied Economics.
     RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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560. Market disequilibrium, monetary policy, and financial markets: insights from new tools. (2018). Napoletano, Mauro ; Gaffard, Jean-Luc.
     In: LEM Papers Series.
     RePEc:ssa:lemwps:2018/17.

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561. Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201886.

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562. Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201878.

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563. Regulating the doom loop. (2018). Langfield, Sam ; Alogoskoufis, Spyros.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201874.

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564. An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation. (2018). Booser, Richard W.
     In: Journal of Applied Finance & Banking.
     RePEc:spt:apfiba:v:8:y:2018:i:1:f:8_1_3.

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565. “Speculative Influence Network” during financial bubbles: application to Chinese stock markets. (2018). Sornette, Didier ; Lin, LI.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0187-7.

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566. Market disequilibrium, monetary policy, and financial markets : insights from new tools. (2018). Napoletano, Mauro ; Gaffard, Jean-Luc.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/3tl6t49e929fla0aa2ukppot8n.

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567. From Productivity Shifts to Economic Growth: Intersectoral Linkage as an Amplifying Factor. (2018). Chernyshev, Nikolay.
     In: CDMA Working Paper Series.
     RePEc:san:cdmawp:1801.

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568. The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob.
     In: ADB Economics Working Paper Series.
     RePEc:ris:adbewp:0558.

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569. A Network Model for Financial Stability Monitoring. (2018). Foley-Fisher, Nathan ; Ramirez, Carlos.
     In: 2018 Meeting Papers.
     RePEc:red:sed018:917.

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570. The Double-Edged Sword of Global Integration: Robustness, Fragility \& Contagion in the International Firm Network. (2018). Grant, Everett.
     In: 2018 Meeting Papers.
     RePEc:red:sed018:506.

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571. Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies. (2018). Wang, Jianlin ; Ozdagli, Ali ; Chernobai, Anna.
     In: 2018 Meeting Papers.
     RePEc:red:sed018:1146.

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572. Strategic Default in Financial Networks. (2018). Allouch, Nizar ; Jalloul, Maya.
     In: Working Papers.
     RePEc:qmw:qmwecw:852.

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573. Shock Diffusion in Regular Networks: The Role of Transitive Cycles. (2018). Tran, Dan ; Navarro, Noemí.
     In: MPRA Paper.
     RePEc:pra:mprapa:86267.

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574. Network-based risk measurements for interbank systems. (2018). Pin, Paolo ; Liu, Guanghe.
     In: PLOS ONE.
     RePEc:plo:pone00:0200209.

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575. Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Das, Sanjiv ; Mitchener, Kris James.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:25405.

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576. Financial Centrality and Liquidity Provision. (2018). Townsend, Robert ; chandrasekhar, arun ; Xandri, Juan Pablo .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:24406.

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577. Measuring network systemic risk contributions: A leave-one-out approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan.
     In: LEO Working Papers / DR LEO.
     RePEc:leo:wpaper:2708.

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578. Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan.
     In: LEO Working Papers / DR LEO.
     RePEc:leo:wpaper:2608.

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579. Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan.
     In: Koç University-TUSIAD Economic Research Forum Working Papers.
     RePEc:koc:wpaper:1812.

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580. Financial Sector Volatility Connectedness and Equity Returns. (2018). Yilmaz, Kamil ; Gokcen, Umut ; Demirer, Mert.
     In: Koç University-TUSIAD Economic Research Forum Working Papers.
     RePEc:koc:wpaper:1803.

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581. The Interplay between Regulations and Financial Stability. (2018). Gu, Xian ; Allen, Franklin.
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:53:y:2018:i:2:d:10.1007_s10693-018-0296-7.

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582. Systemic Risk on Trade Credit Systems: with the Tangible Interconnectedness. (2018). Yun, Sung-Guan ; Lee, Duk Hee.
     In: Computational Economics.
     RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-016-9632-x.

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583. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian.
     In: IREA Working Papers.
     RePEc:ira:wpaper:201818.

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584. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
     In: Management Science.
     RePEc:inm:ormnsc:v:64:y:2018:i:2:p:-955-970.

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585. Decentralized Clearing in Financial Networks. (2018). Herings, P. Jean-Jacques ; Csóka, Péter.
     In: Management Science.
     RePEc:inm:ormnsc:v:64:y:2018:i:10:p:4681-4699.

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586. What makes Input-Output Tables of Trade of Raw Material Goods Peculiar Networks? The World and Mexican Cases. (2018). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Fath, Brian ; Kharrazi, Ali ; Tellez-Leon, Isela-Elizabeth ; Perez-Guzman, Katya.
     In: Remef - The Mexican Journal of Economics and Finance.
     RePEc:imx:journl:v:13:y:2018:i:4:p:483-505.

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587. Long memory via networking. (2018). Schennach, Susanne.
     In: CeMMAP working papers.
     RePEc:ifs:cemmap:49/18.

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588. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
     In: IDEI Working Papers.
     RePEc:ide:wpaper:32398.

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589. Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. (2018). Kandhai, Drona ; Sourabh, Sumit ; Anagnostou, Ioannis.
     In: Complexity.
     RePEc:hin:complx:6076173.

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590. Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets. (2018). Zhang, Yi-Cheng ; Jia, Zi-Yang ; Xiong, Jason Jie ; Tang, Yong.
     In: Complexity.
     RePEc:hin:complx:4680140.

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591. The Application of Macroprudential Capital Requirements in Managing Systemic Risk. (2018). Gao, Qianqian ; Keregero, Chirongo Moses ; Fan, Hong.
     In: Complexity.
     RePEc:hin:complx:4012163.

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592. Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joets, Marc ; Ferrara, Laurent ; Candelon, Bertrand.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04141798.

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593. Market disequilibrium, monetary policy, and financial markets : insights from new tools. (2018). Napoletano, Mauro ; Gaffard, Jean-Luc.
     In: Working Papers.
     RePEc:hal:wpaper:hal-03458215.

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594. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
     In: Post-Print.
     RePEc:hal:journl:halshs-01630616.

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595. Hétérogénéité des agents, interconnexions financières et politique monétaire : une approche non conventionnelle. (2018). Napoletano, Mauro ; Gaffard, Jean-Luc.
     In: GREDEG Working Papers.
     RePEc:gre:wpaper:2018-34.

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596. Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan.
     In: Working Papers.
     RePEc:geb:wpaper:2018-02.

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597. Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures. (2018). Jiang, Shanshan ; Fan, Hong ; Gao, Qianqian.
     In: Sustainability.
     RePEc:gam:jsusta:v:11:y:2018:i:1:p:69-:d:192698.

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598. Diversification and Systemic Risk: A Financial Network Perspective. (2018). Hledik, Juraj ; Frey, Rudiger.
     In: Risks.
     RePEc:gam:jrisks:v:6:y:2018:i:2:p:54-:d:146414.

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599. Systemic Risk Indicators Based on Nonlinear PolyModel. (2018). Douady, Raphael ; Ye, Xingxing.
     In: JRFM.
     RePEc:gam:jjrfmx:v:12:y:2018:i:1:p:2-:d:192000.

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600. Local banks, credit supply, and house prices. (2018). Blickle, Kristian.
     In: Staff Reports.
     RePEc:fip:fednsr:874.

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601. Is size everything?. (2018). Sarkar, Asani ; Antill, Samuel.
     In: Staff Reports.
     RePEc:fip:fednsr:864.

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602. Supervisory Stress Testing For CCPs : A Macro-Prudential, Two-Tier Approach. (2018). Manning, Mark ; Cerezetti, Fernando ; Anderson, Edward L.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2018-82.

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603. Liquidity Crises in the Mortgage Market. (2018). Laufer, Steven ; Wallace, Nancy ; Stanton, Richard ; Pence, Karen M ; Kim, You Suk.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2018-16.

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604. Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). AndrieÈ™, Alin Marius ; Nistor, Simona ; Melnic, Florentina.
     In: Czech Journal of Economics and Finance (Finance a uver).
     RePEc:fau:fauart:v:68:y:2018:i:3:p:202-244.

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605. A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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606. Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

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607. Identifying systemic risk drivers in financial networks. (2018). Ribeiro, Joo Barata ; Stancato, Sergio Rubens ; Silva, Thiago Christiano.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:503:y:2018:i:c:p:650-674.

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608. Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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609. Resaleable debt and systemic risk. (2018). Donaldson, Jason Roderick ; Micheler, Eva.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:127:y:2018:i:3:p:485-504.

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610. Social networks in the global banking sector. (2018). Houston, Joel F ; Suntheim, Felix ; Lee, Jongsub.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:65:y:2018:i:2:p:237-269.

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611. Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:39:y:2018:i:c:p:125-132.

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612. Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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613. Interconnectedness as a source of uncertainty in systemic risk. (2018). Stiglitz, Joseph ; Battiston, Stefano ; Roukny, Tarik .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:35:y:2018:i:c:p:93-106.

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614. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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615. Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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616. Interconnectedness, G-SIBs and network dynamics of global banking. (2018). Bongini, Paola ; Grassi, Rosanna ; Clemente, Gian Paolo.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:27:y:2018:i:c:p:185-192.

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617. Industry specific defaults. (2018). Kwon, Tae Yeon ; Lee, Yoonjung.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:45:y:2018:i:c:p:45-58.

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618. Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella.
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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619. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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620. A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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621. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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622. Systemic importance analysis of chinese financial institutions based on volatility spillover network. (2018). Wang, Dan ; Huang, Wei-Qiang.
     In: Chaos, Solitons & Fractals.
     RePEc:eee:chsofr:v:114:y:2018:i:c:p:19-30.

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623. Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent.
     In: EconomiX Working Papers.
     RePEc:drm:wpaper:2018-2.

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624. CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk.
     In: DNB Working Papers.
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625. Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian.
     In: CQE Working Papers.
     RePEc:cqe:wpaper:7218.

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626. (At Least) Four Theories for Sovereign Default. (2018). Eberhardt, Markus.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:13084.

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627. The Interplay between Regulations and Financial Stability. (2018). Allen, Franklin ; Gu, Xian.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:12862.

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628. What do we know about the effects of austerity?. (2018). Favero, Carlo ; Giavazzi, Francesco ; Alesina, Alberto F.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:12655.

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629. Systemic Risk and the Great Depression. (2018). Vossmeyer, Angela ; Mitchener, Kris James ; Das, Sanjiv R.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_7425.

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630. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
     In: BIS Papers.
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631. Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel. (2018). Ferrara, Laurent ; Candelon, Bertrand ; Joets, M.
     In: Working papers.
     RePEc:bfr:banfra:661.

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632. Dynamic Interbank Network Analysis Using Latent Space Models. (2018). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando.
     In: Working Papers Series.
     RePEc:bcb:wpaper:487.

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633. Interconnectedness, Firm Resilience and Monetary Policy. (2018). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria.
     In: Working Papers Series.
     RePEc:bcb:wpaper:478.

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634. Spreading of an infectious disease between different locations. (2018). Pin, Paolo ; Razzolini, Tiziano ; Muscillo, Alessio.
     In: Papers.
     RePEc:arx:papers:1812.07827.

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635. Random Fixed Points, Limits and Systemic risk. (2018). Juneja, Sandeep ; Saha, Indrajit ; Kavitha, Veeraruna.
     In: Papers.
     RePEc:arx:papers:1809.05243.

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636. Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano.
     In: Papers.
     RePEc:arx:papers:1806.06941.

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637. Cascading Losses in Reinsurance Networks. (2018). Minca, Andreea ; Klages-Mundt, Ariah.
     In: Papers.
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638. Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James.
     In: Papers.
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639. A dynamic network model to measure exposure diversification in the Austrian interbank market. (2018). Rastelli, Riccardo ; Hledik, Juraj.
     In: Papers.
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640. Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio.
     In: Papers.
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641. Explicit size distributions of failure cascades redefine systemic risk on finite networks. (2018). Schweitzer, Frank ; Herrmann, Hans J ; Burkholz, Rebekka.
     In: Papers.
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642. News-sentiment networks as a risk indicator. (2018). Sarlin, Peter ; Forss, Thomas .
     In: Papers.
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643. .

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644. Vulnerable Funds?. (2017). Fricke, Christoph.
     In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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645. The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao.
     In: Economics Discussion Papers.
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646. Banks’ Vulnerability and Financial Openness across Central and Eastern Europe. (2017). Nistor, Simona ; Simona, Nistor.
     In: Studia Universitatis Babe?-Bolyai Oeconomica.
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647. Local Banks, Credit Supply, and House Prices. (2017). Blickle, Kristian.
     In: Working Papers on Finance.
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648. Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph .
     In: Working Papers on Finance.
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649. An Axiomatization of the Proportional Rule in Financial Networks. (2017). Herings, P. Jean-Jacques ; Csóka, Péter.
     In: Research Memorandum.
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650. Strategic Default in Financial Networks. (2017). Allouch, Nizar ; Jalloul, Maya.
     In: Studies in Economics.
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651. Systemic risk, bank’s capital buffer, and leverage. (2017). Wibowo, Buddi.
     In: Economic Journal of Emerging Markets.
     RePEc:uii:journl:v:9:y:2017:i:2:p:150-158.

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652. Dynamic Interbank Network Analysis Using Latent Space Models. (2017). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando.
     In: Tinbergen Institute Discussion Papers.
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653. Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco.
     In: ESRB Working Paper Series.
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654. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco.
     In: ESRB Working Paper Series.
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655. Banks Interconnectivity and Leverage. (2017). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo.
     In: 2017 Meeting Papers.
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656. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
     In: 2017 Meeting Papers.
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657. Network Reactions to Banking Regulations. (2017). Ordonez, Guillermo ; Erol, Selman.
     In: 2017 Meeting Papers.
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658. Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi.
     In: Working Papers.
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659. Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian.
     In: Working Papers.
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660. Earnings Management in Interconnected Networks: A Perspective. (2017). Ozili, Peterson K.
     In: MPRA Paper.
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661. Portfolio Homogenization and Systemic Risk of Financial Network. (2017). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing .
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662. A Markovian model of evolving world input-output network. (2017). Isacchini, Giulio ; Moosavi, Vahid.
     In: PLOS ONE.
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663. Network effects in environmental justice struggles: An investigation of conflicts between mining companies and civil society organizations from a network perspective. (2017). Yenilmez, Taylan ; Rodriguez-Labajos, Beatriz ; Ozkaynak, Begum ; Aydin, Cem Iskender.
     In: PLOS ONE.
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664. Contagion in Derivatives Markets. (2017). Paddrik, Mark ; Rajan, Sriram ; Young, Peyton H.
     In: Economics Series Working Papers.
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665. Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H.
     In: Economics Series Working Papers.
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666. Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando.
     In: Review of Financial Studies.
     RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

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667. Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain.
     In: Review of Finance.
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668. Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate. (2017). Levermann, Anders ; Frieler, Katja ; Wenz, Leonie ; Willner, Sven Norman ; Otto, Christian .
     In: OSF Preprints.
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669. Volatility of Cross-Border Financial Flows and Policy Responses. (2017). Clichici, Dorina ; Iordachi, Victoria.
     In: Global Economic Observer.
     RePEc:ntu:ntugeo:vol5-iss1-17-118.

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670. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco.
     In: NBER Working Papers.
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671. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:23145.

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672. Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). Dömötör, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara.
     In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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673. Az arányos csődszabály karakterizációja körbetartozások esetén. (2017). Csóka, Péter.
     In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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674. Counterparty risk, central counterparty clearing and aggregate risk. (2017). 邓, 彬斌 ; Deng, Binbin .
     In: Annals of Finance.
     RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0308-x.

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675. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian.
     In: IREA Working Papers.
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676. Mechanism and Network Design with Private Negative Externalities. (2017). Peke, Saa ; Deng, Changrong ; Belloni, Alexandre.
     In: Operations Research.
     RePEc:inm:oropre:v:65:y:2017:i:3:p:577-594.

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677. Quantile graphical models: prediction and conditional independence with applications to systemic risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre.
     In: CeMMAP working papers.
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678. Industry Interdependency Dynamics in a Network Context. (2017). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Qian, YA.
     In: SFB 649 Discussion Papers.
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679. Multiplex Networks of the Guarantee Market: Evidence from China. (2017). Wen, Shihang ; Li, Shouwei.
     In: Complexity.
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680. A Network-Based Dynamic Analysis in an Equity Stock Market. (2017). Montecinos-Pearce, Alejandro ; Lavin, Jaime F ; Eberhard, Juan.
     In: Complexity.
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681. An Axiomatization of the Proportional Rule in Financial Networks. (2017). Herings, P. Jean-Jacques ; Csóka, Péter.
     In: IEHAS Discussion Papers.
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682. Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2017-82.

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683. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
     In: Globalization Institute Working Papers.
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684. Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?. (2017). Eratalay, Mustafa ; Vladimirov, Evgenii .
     In: EUSP Department of Economics Working Paper Series.
     RePEc:eus:wpaper:ec2017_01.

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685. Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?. (2017). Vladimirov, Evgenii .
     In: EUSP Department of Economics Working Paper Series.
     RePEc:eus:wpaper:ec0117.

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686. The macroeconomic impact of microeconomic shocks: beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:87167.

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687. A network analysis of the volatility of high-dimensionalfinancial series. (2017). Hallin, Marc ; Barigozzi, Matteo.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:67456.

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688. Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John .
     In: CAMA Working Papers.
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689. Network reactions to banking regulations. (2017). Erol, Selman ; Ordoez, Guillermo.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:89:y:2017:i:c:p:51-67.

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690. Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893. (2017). Carlson, Mark ; Calomiris, Charles W.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:125:y:2017:i:3:p:434-453.

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691. The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:124:y:2017:i:2:p:266-284.

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692. Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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693. Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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694. Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884. (2017). Bluedorn, John ; Anderson, Haelim Park .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:83:y:2017:i:c:p:221-231.

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695. The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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696. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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697. Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884. (2017). Bluedorn, John ; Anderson, Haelim Park .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:76:y:2017:i:c:p:139-149.

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698. Privacy-constrained network formation. (2017). Acemoglu, Daron ; Makhdoumi, Ali ; Ozdaglar, Asuman ; Malekian, Azarakhsh.
     In: Games and Economic Behavior.
     RePEc:eee:gamebe:v:105:y:2017:i:c:p:255-275.

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699. Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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700. Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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701. Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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702. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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703. Energy shocks and detecting influential industries. (2017). Kang, Dongsuk ; Lee, Duk Hee.
     In: Energy.
     RePEc:eee:energy:v:125:y:2017:i:c:p:234-247.

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704. Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate. (2017). Wenz, L ; Frieler, K ; Levermann, A ; Willner, S N ; Otto, C.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:83:y:2017:i:c:p:232-269.

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705. Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135.

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706. How does risk flow in the credit default swap market?. (2017). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20172041.

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707. Tracing European structured finance counterparty networks. (2017). Amzallag, Adrien ; Blau, Maximilian L.
     In: Occasional Paper Series.
     RePEc:ecb:ecbops:2017199.

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708. Firm Volatility in Granual Networks. (2017). Van Nieuwerburgh, Stijn ; Herskovic, Bernard ; Lustig, Hanno ; Kelly, Bryan.
     In: CEPR Discussion Papers.
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709. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco.
     In: CEPR Discussion Papers.
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710. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11845.

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711. A macroeconomic model of liquidity crises. (2017). Nakajima, Tomoyuki ; Kobayashi, Keiichiro.
     In: CIGS Working Paper Series.
     RePEc:cnn:wpaper:17-010e.

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712. Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose .
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:813.

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713. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten’s Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
     In: Discussion Papers.
     RePEc:cfm:wpaper:1734.

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714. Monitoring Ireland’s Payments using TARGET2. (2017). O'Malley, Terry ; Lyons, Paul ; Downey, Claire .
     In: Quarterly Bulletin Articles.
     RePEc:cbi:qtbart:y:2017:m:04:p:81-95.

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715. The Role of Macroprudential Indicators in Monitoring Systemic Risk and Setting Policy. (2017). Ryan, Ellen .
     In: Quarterly Bulletin Articles.
     RePEc:cbi:qtbart:y:2017:m:04:p:62-80.

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716. The Balancing Act: Household Indebtedness Over the Lifecycle. (2017). McIndoe-Calder, Tara ; Fasianos, Apostolos ; Lydon, Reamonn.
     In: Quarterly Bulletin Articles.
     RePEc:cbi:qtbart:y:2017:m:04:p:46-61.

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717. The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0662.

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718. Identifying contagion in a banking network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0642.

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719. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro .
     In: Bank of England working papers.
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720. A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo.
     In: Journal of the Royal Statistical Society Series C.
     RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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721. New statistics for old?—measuring the wellbeing of the UK. (2017). Allin, Paul ; Hand, David J.
     In: Journal of the Royal Statistical Society Series A.
     RePEc:bla:jorssa:v:180:y:2017:i:1:p:3-43.

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722. Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi.
     In: The Economic Record.
     RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19.

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723. Detecting Granular Time Series in Large Panels. (2017). Mesters, Geert ; Brownlees, Christian.
     In: Working Papers.
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724. The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_1118_17.

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725. Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre.
     In: Working Papers Series.
     RePEc:bcb:wpaper:461.

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726. Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Emmert-Streib, Frank.
     In: Papers.
     RePEc:arx:papers:1710.04455.

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727. Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph.
     In: Papers.
     RePEc:arx:papers:1706.00284.

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728. Banks as Tanks: A Continuous-Time Model of Financial Clearing. (2017). Sonin, Konstantin.
     In: Papers.
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729. Contagion in financial systems: A Bayesian network approach. (2017). Kluppelberg, Claudia ; Chong, Carsten .
     In: Papers.
     RePEc:arx:papers:1702.04287.

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730. A Markovian Model of the Evolving World Input-Output Network. (2017). Moosavi, Vahid .
     In: Papers.
     RePEc:arx:papers:1612.06186.

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731. Co-movements in financial fluctuations are anchored to economic fundamentals: A mesoscopic mapping. (2017). Gopalakrishnan, Balagopal ; Chakrabarti, Anindya S ; Sharma, Kiran ; Chakraborti, Anirban.
     In: Papers.
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732. .

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733. Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne .
     In: Arbeitspapiere.
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734. Predatory margins and the regulation and supervision of central counterparty clearing houses (CCPs). (2016). Pelizzon, Loriana ; Krahnen, Jan.
     In: SAFE White Paper Series.
     RePEc:zbw:safewh:41.

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735. CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS. (2016). Guan, Yuanying ; Pollak, Micah.
     In: Advances in Complex Systems (ACS).
     RePEc:wsi:acsxxx:v:19:y:2016:i:01n02:n:s0219525916500016.

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736. Single Market Transmission Mechanisms Before, During and After the 2008-09 Crisis. A Quantitative Assessment. (2016). Oberhofer, Harald ; Kontogiannis, Nikolaos ; Ebell, Monique ; Pfaffermayr, Michael ; Nowotny, Klaus ; Kaniovski, Serguei ; Huber, Peter ; Holzl, Werner ; Glocker, Christian.
     In: WIFO Studies.
     RePEc:wfo:wstudy:59156.

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737. Decentralized Clearing in Financial Networks (RM/16/005-revised-). (2016). Herings, P. Jean-Jacques ; Csóka, Péter.
     In: Research Memorandum.
     RePEc:unm:umagsb:2016037.

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738. Decentralized clearing in financial networks. (2016). Herings, P. Jean-Jacques ; Csóka, Péter.
     In: Research Memorandum.
     RePEc:unm:umagsb:2016005.

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739. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; Lee, Daeyup ; Kim, Geun-Young ; Leon, C E.
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:e5c31b4d-dc83-4d3e-9a73-bb1b8ae4ceee.

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740. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; Martinez, Constanza ; Lee, Daeyup ; Kim, Geun-Young ; Leon, C E.
     In: Discussion Paper.
     RePEc:tiu:tiucen:e5c31b4d-dc83-4d3e-9a73-bb1b8ae4ceee.

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741. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20160074.

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742. How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201633.

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743. Financial contagion with spillover effects: a multiplex network approach. (2016). Crisóstomo, Ricardo ; Crisostomo, Ricardo ; Peralta, Gustavo .
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201632.

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744. Innovation, growth and financial markets. (2016). Iacopetta, Maurizio ; Babutsidze, Zakaria.
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:26:y:2016:i:1:p:1-24.

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745. Innovation, growth and financial markets. (2016). Iacopetta, Maurizio ; Babutsidze, Zakaria.
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:26:y:2016:i:1:d:10.1007_s00191-016-0448-6.

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746. Theoretical aspects regarding systemic risk and managerial decisions during the crisis. (2016). Anghelache, Constantin ; Gyorgy, Bodo .
     In: Romanian Statistical Review Supplement.
     RePEc:rsr:supplm:v:64:y:2016:i:12:p:110-116.

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747. Boom and Bust of Foreign Assets under Integrated Banking System. (2016). Koga, Maiko ; Yoshino, Koichi .
     In: Journal of Economic Integration.
     RePEc:ris:integr:0682.

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748. The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
     In: PIER Discussion Papers.
     RePEc:pui:dpaper:19..

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749. Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
     In: PIER Discussion Papers.
     RePEc:pui:dpaper:19.

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750. The Econometrics of Bayesian Graphical Models: A Review With Financial Application. (2016). Ahelegbey, Daniel Felix.
     In: MPRA Paper.
     RePEc:pra:mprapa:92634.

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751. Entangling Credit and Funding Shocks in Interbank Markets. (2016). Serri, Matteo ; Cimini, Giulio.
     In: PLOS ONE.
     RePEc:plo:pone00:0161642.

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752. Financial Firm Bankruptcy and Contagion. (2016). Helwege, Jean ; Zhang, Gaiyan.
     In: Review of Finance.
     RePEc:oup:revfin:v:20:y:2016:i:4:p:1321-1362..

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753. Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi.
     In: Working Papers.
     RePEc:ofr:wpaper:16-14.

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754. Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark.
     In: Working Papers.
     RePEc:ofr:wpaper:16-13.

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755. Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H.
     In: Working Papers.
     RePEc:ofr:wpaper:16-12.

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756. Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim.
     In: Working Papers.
     RePEc:ofr:wpaper:16-03.

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757. Curbing Shocks to Corporate Liquidity: The Role of Trade Credit. (2016). von Schedvin, Erik ; Townsend, Robert ; Amberg, Niklas ; Jacobson, Tor.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22286.

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758. The Economic Consequences of Social Network Structure. (2016). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian .
     In: Monash Economics Working Papers.
     RePEc:mos:moswps:2016-45.

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759. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores .
     In: Economics, Finance and Accounting Department Working Paper Series.
     RePEc:may:mayecw:n268-16.pdf.

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760. Testing for Systemic Risk Using Stock Returns. (2016). Kupiec, Paul ; Guntay, Levent .
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-016-0254-1.

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761. Enhancing Prudential Standards in Financial Regulations. (2016). Jagtiani, Julapa ; Goldstein, Itay ; Allen, Franklin ; Lang, William W.
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-016-0253-2.

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762. Inhomogeneous Financial Networks and Contagious Links. (2016). Minca, Andreea ; Amini, Hamed.
     In: Operations Research.
     RePEc:inm:oropre:v:64:y:2016:i:5:p:1109-1120.

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763. An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect. (2016). Chen, Nan ; Yao, David D ; Liu, Xin.
     In: Operations Research.
     RePEc:inm:oropre:v:64:y:2016:i:5:p:1089-1108.

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764. Crisis Transmission in the Global Banking Network. (2016). Hale, Galina ; Minoiu, Camelia ; Kapan, Tumer.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2016/091.

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765. Fixed-effect regressions on network data. (2016). Weidner, Martin ; Jochmans, Koen.
     In: CeMMAP working papers.
     RePEc:ifs:cemmap:32/16.

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766. Central Bank Policy Mix: Key Concepts and Indonesia’s Experience. (2016). Warjiyo, Perry.
     In: Bulletin of Monetary Economics and Banking.
     RePEc:idn:journl:v:18:y:2016:i:4a:p:397-408.

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767. Central Bank Policy Mix: Key Concepts and Indonesia’s Experience. (2016). Warjiyo, Perry.
     In: Bulletin of Monetary Economics and Banking.
     RePEc:idn:journl:v:18:y:2016:i:4:p:1-30.

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768. Curbing Shocks to Corporate Liquidity: The Role of Trade Credit. (2016). Amberg, Niklas ; Townsend, Robert ; von Schedvin, Erik ; Jacobson, Tor.
     In: Working Paper Series.
     RePEc:hhs:rbnkwp:0320.

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769. The Economic Consequences of Social Network Structure. (2016). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian .
     In: Working Paper Series.
     RePEc:hhs:iuiwop:1116.

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770. Decentralized Clearing in Financial Networks. (2016). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter.
     In: IEHAS Discussion Papers.
     RePEc:has:discpr:1603.

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771. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
     In: Working Papers.
     RePEc:hal:wpaper:halshs-01267340.

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772. Statistically validated network of portfolio overlaps and systemic risk. (2016). Di Clemente, Riccardo ; Challet, Damien ; Primicerio, Kevin ; Cimini, Giulio ; Gualdi, Stanislao.
     In: Post-Print.
     RePEc:hal:journl:hal-01705092.

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773. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
     In: Working Papers.
     RePEc:gat:wpaper:1606.

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774. Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Congation Risk?. (2016). Wheelock, David ; Carlson, Mark.
     In: Working Papers.
     RePEc:fip:fedlwp:2016-012.

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775. Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Systemic Risk?. (2016). Wheelock, David ; Carlson, Mark.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2016-59.

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776. Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies. (2016). Ozdagli, Ali ; Chernobai, Anna ; Wang, Jianlin.
     In: Working Papers.
     RePEc:fip:fedbwp:16-16.

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777. Contagion in financial networks. (2016). Young, Peyton H ; Glasserman, Paul.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:68681.

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778. Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

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779. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

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780. Network security and contagion. (2016). Acemoglu, Daron ; Ozdaglar, Asu ; Malekian, Azarakhsh.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:166:y:2016:i:c:p:536-585.

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781. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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782. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

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783. CCPs and network stability in OTC derivatives markets. (2016). Rais Shaghaghi, Ali ; Markose, Sheri ; Heath, Alexandra ; Manning, Mark ; Kelly, Gerard.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:27:y:2016:i:c:p:217-233.

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784. The credit quality channel: Modeling contagion in the interbank market. (2016). Fink, Kilian ; Wong, Lui-Hsian ; Meller, Barbara ; Kruger, Ulrich .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97.

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785. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, YE.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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786. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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787. What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt. (2016). Márquez-Ramos, Laura ; Heid, Benedikt ; Marquez-Ramos, Laura ; Jimenez-Fernandez, Eduardo ; Alama-Sabater, Luisa.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:58:y:2016:i:c:p:466-474.

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788. Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes. (2016). Zeckhauser, Richard ; Tran, Ngoc-Khanh ; Vuong, Thao .
     In: Working Paper Series.
     RePEc:ecl:harjfk:16-030.

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789. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20161898.

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790. The formation of a core-periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, Daan .
     In: DNB Working Papers.
     RePEc:dnb:dnbwpp:528.

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791. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
     In: Corvinus Economics Working Papers (CEWP).
     RePEc:cvh:coecwp:2016/04.

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792. Network Centrality and Funding Rates in the e-MID Interbank Market. (2016). Montes-Rojas, Gabriel ; Iori, G ; Temizsoy, A.
     In: Working Papers.
     RePEc:cty:dpaper:16/08.

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793. Systemic risk and the optimal seniority structure of banking liabilities. (2016). Kirman, Alan ; Bougheas, Spiros.
     In: Gecomplexity Discussion Paper Series.
     RePEc:cst:wpaper:201602.

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794. Banks Interconnectivity and Leverage. (2016). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11502.

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795. Networks: An economic perspective. (2016). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11452.

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796. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11267.

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797. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11147.

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798. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
     In: CORE Discussion Papers.
     RePEc:cor:louvco:2016053.

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799. Banks Interconnectivity and Leverage. (2016). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:466.

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800. Banks Interconnectivity and Leverage. (2016). Barattieri, Alessandro ; Quadrini, Vincenzo ; Moretti, Laura.
     In: Research Technical Papers.
     RePEc:cbi:wpaper:07/rt/16.

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801. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
     In: Cambridge Working Papers in Economics.
     RePEc:cam:camdae:1612.

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802. Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?. (2016). Wheelock, David ; Carlson, Mark.
     In: BIS Working Papers.
     RePEc:bis:biswps:598.

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803. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Martinez, Constanza ; Kim, Geun-Young ; Leon, Carlos ; Lee, Daeyup.
     In: Borradores de Economia.
     RePEc:bdr:borrec:937.

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804. Decomposition of Systemic Risk Drivers in Evolving Financial Networks. (2016). Silva, Thiago ; Barroso, João ; Stancato, Sergio Rubens ; Ribeiro, Joo Barata.
     In: Working Papers Series.
     RePEc:bcb:wpaper:448.

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805. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
     In: Working Papers Series.
     RePEc:bcb:wpaper:439.

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806. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre.
     In: Working Papers Series.
     RePEc:bcb:wpaper:438.

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807. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose.
     In: Staff Working Papers.
     RePEc:bca:bocawp:16-6.

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808. What do central counterparties default funds really cover? A network-based stress test answer. (2016). Sabatini, Silvia ; Poce, Giulia ; Zaccaria, Andrea ; Gabrielli, Andrea ; Cimini, Giulio ; Rizzo, Mariangela ; Polito, Marco ; Baldacci, Giuditta .
     In: Papers.
     RePEc:arx:papers:1611.03782.

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809. Networks: An Economic Perspective. (2016). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W.
     In: Papers.
     RePEc:arx:papers:1608.07901.

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810. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel.
     In: Papers.
     RePEc:arx:papers:1603.05142.

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811. The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:16-07.

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812. Too interconnected to fail: A survey of the interbank networks literature. (2015). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
     In: SAFE Working Paper Series.
     RePEc:zbw:safewp:91.

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813. The credit quality channel: Modeling contagion in the interbank market. (2015). Fink, Kilian ; Wong, Lui-Hsian ; Meller, Barbara ; Kruger, Ulrich .
     In: Discussion Papers.
     RePEc:zbw:bubdps:382015.

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814. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
     In: Working Papers.
     RePEc:ven:wpaper:2015:13.

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815. Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius.
     In: Working Papers.
     RePEc:tas:wpaper:22658.

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816. Networks of value added trade. (2015). Cabral, Sonia ; Amador, João.
     In: Working Papers.
     RePEc:ptu:wpaper:w201516.

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817. Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton.
     In: Economics Series Working Papers.
     RePEc:oxf:wpaper:764.

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818. Contagion in Financial Markets. (2015). Young, Peyton H ; Glasserman, Paul.
     In: Working Papers.
     RePEc:ofr:wpaper:15-21.

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819. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Hermansen, Mikkel ; Rohn, Oliver.
     In: OECD Economics Department Working Papers.
     RePEc:oec:ecoaaa:1250-en.

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820. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
     In: OECD Economics Department Working Papers.
     RePEc:oec:ecoaaa:1249-en.

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821. Systemic Risk and the Optimal Seniority Structure of Banking Liabilities. (2015). Kirman, Alan ; Bougheas, Spiros.
     In: Discussion Papers.
     RePEc:not:notcfc:15/15.

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822. How Connected is the Global Sovereign Credit Risk Network?. (2015). Yilmaz, Kamil ; Bostanci, Gorkem .
     In: Koç University-TUSIAD Economic Research Forum Working Papers.
     RePEc:koc:wpaper:1515.

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823. Coalitional Bargaining in Networks. (2015). Nguyen, Thanh .
     In: Operations Research.
     RePEc:inm:oropre:v:63:y:2015:i:3:p:501-511.

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824. Network-Motivated Lending Decisions. (2015). Saito, Yukiko ; Okui, Ryo ; Ogura, Yoshiaki.
     In: HIT-REFINED Working Paper Series.
     RePEc:hit:remfce:29.

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825. Stability of Distribution of Relative Sizes of Banks as an Argument for the Use of the Representative Agent Concept. (2015). Malakhov, Dmitry I ; Pospelov, Igor G ; Pilnik, Nikolay P.
     In: HSE Working papers.
     RePEc:hig:wpaper:116/ec/2015.

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826. Financial Stability and Shadow Banks: What We Dont Know Could Hurt Us: a speech at the Financial Stability: Policy Analysis and Data Needs 2015 Financial Stability Conference sponsored by the Federal . (2015). Fischer, Stanley.
     In: Speech.
     RePEc:fip:fedgsq:885.

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827. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin .
     In: Working Papers.
     RePEc:fem:femwpa:2015.56.

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828. Network-motivated Lending Decisions. (2015). Saito, Yukiko ; Okui, Ryo ; Ogura, Yoshiaki ; Yoshiaki, Ogura ; Yukiko, Saito ; Ryo, OKUI .
     In: Discussion papers.
     RePEc:eti:dpaper:15057.

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829. Network games with incomplete information. (2015). Zenou, Yves ; de Marti, Joan.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

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830. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

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831. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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832. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
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