Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS
Author:
Funder
National Natural Science Foundation of China
Natural Science Foundation of Shanghai
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10508-x.pdf
Reference52 articles.
1. Acharya, V. V., Pedersen, L. H., Philippon, T., & Richardson, M. (2017). Measuring systemic risk. The Review of Financial Studies, 30(1), 2–47.
2. Adrian, T., & Brunnermeier, M. K. (2016). CoVaR. The American Economic Review, 106(7), 1705.
3. Aldasoro, I., & Alves, I. (2018). Multiplex interbank networks and systemic importance: An application to European data. Journal of Financial Stability, 35, 17–37.
4. Allen, F., & Gale, D. (2000). Financial Contagion. Journal of Political Economy, 108(1), 1–33.
5. Al-Own, B., Minhat, M., & Gao, S. (2018). Stock options and credit default swaps in risk management. Journal of International Financial Markets, Institutions and Money, 53, 200–214.
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