Multiplex Interbank Networks and Systemic Importance: An Application to European Data-Reference-Cited by-同舟云学术

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Multiplex Interbank Networks and Systemic Importance: An Application to European Data

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Aldasoro IIaki,Alves Ivan

Publisher

Elsevier BV

Reference36 articles.

1. Input-output-based measures of systemic importance;I Aldasoro;Quantitative Finance,2015

2. Financial contagion;F Allen;Journal of Political Economy,2000

3. Structure and resilience of the european interbank market;I Alves;Occasional Papers,2013

4. The multiplex structure of interbank networks;L Bargigli;Quantitative Finance,2015

5. Multinetwork of international trade: A commodityspecific analysis;M Barigozzi;Physical Review E,2010

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1. The Dynamics of Interbank Networks;Springer Optimization and Its Applications;2020

2. Blockchain Economic Networks: Economic Network Theory—Systemic Risk and Blockchain Technology;Business Transformation through Blockchain;2018-12-22

3. The Changing Network of Financial Market Linkages: The Asian Experience;SSRN Electronic Journal;2018

4. Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections;SSRN Electronic Journal;2018

5. Measuring Contagion Risk in International Banking;SSRN Electronic Journal;2018

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