‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets-Reference-Cited by-同舟云学术

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‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

Published:2021-12-09 Issue: Volume: Page:1-29
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Mishra Abinash¹,Srivastava Pranjal²,Chakrabarti Anindya S.³

Affiliation:

1. Economics area, Indian Institute of Management, Vastrapur, Ahmedabad, 380015 Gujarat, India

2. Finance & Accounting area, Indian Institute of Management, Vastrapur, Ahmedabad, 380015 Gujarat, India

3. Economics area, MCFME and CDSA, Indian Institute of Management, Vastrapur, Ahmedabad, 380015 Gujarat, India

Funder

IIM Ahmedabad

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.2006281

Reference49 articles.

1. Information Contagion and Bank Herding

2. Measuring Systemic Risk

3. CoVaR

4. Information contagion and systemic risk

5. Financial Contagion

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. So different and yet so alike: A comparative analysis of firms' connectedness in the stock and corporate bond markets;European Financial Management;2024-04-27

2. Systemic risk in a macro-multiplex network;Soft Computing;2023-12-16

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