The network structure of the China bond market: Characteristics and explanations from trading factors-Reference-Cited by-同舟云学术

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The network structure of the China bond market: Characteristics and explanations from trading factors

Published:2022-07 Issue: Volume:598 Page:127347
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Yao Dongmin,Sun Rong,Gao Qiunan

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference53 articles.

1. Euro repo market functioning: Collateral is king;Schaffner,2019

2. Implication of repo markets for central banks;BIS,1999

3. Fixed Income Analysis;Fabozzi,2007

4. Long-range correlation and market segmentation in bond market;Wang;Physica A,2017

5. Rethinking the Financial Network;Haldane,2013

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1. Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit;International Review of Economics & Finance;2024-03

2. US and European Stock Markets in Response to Exogenous Shocks: Cross-Regional Analysis of Dynamic Networks During the COVID-19 Pandemic;Global Business Review;2023-10-04

3. How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China;Emerging Markets Review;2022-10

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