Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis
Author:
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/s10614-022-10329-4.pdf
Reference35 articles.
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2. Adrian, T., & Brunnermeier, M. K. (2011). CoVaR. NBER working paper 17454. https://doi.org/10.2139/ssrn.1269446
3. Agosto, A., Ahelegbey, D. F., & Giudici, P. (2019). Tree networks to assess financial contagion. Economic Modelling. https://doi.org/10.1016/j.econmod.2019.11.005
4. Aldasoro, I., & Alves, I. (2018). Multiplex interbank networks and systemic importance: An application to European data. Journal of Financial Stability, 35, 17–37. https://doi.org/10.1016/j.jfs.2016.12.008
5. Battiston, S., Puliga, M., Kaushik, R., Tasca, P., & Caldarelli, G. (2012). DebtRank: Too central to fail? Financial networks, the FED and systemic risk. Science and Reports, 2, 541. https://doi.org/10.1038/srep00541
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