Systemic risk in bank-firm multiplex networks-Reference-Cited by-同舟云学术

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Systemic risk in bank-firm multiplex networks

Published:2020-03 Issue: Volume:33 Page:101232
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Li Shouwei,Liu Yifu,Wu Chaoqun

Funder

NSFC

Social Science Planning Foundation of the Ministry of Education of China

Key projects of philosophy and Social Sciences in Universities in Jiangsu

Publisher

Elsevier BV

Subject

Finance

Reference34 articles.

1. Multiplex interbank networks and systemic importance: an application to european data;Aldasoro;J. Financ. Stab.,2018

2. What is systemic risk?;Allen;J. Money Credit Bank.,2013

3. Financial contagion;Allen;J. Polit. Econ.,2000

4. Systemic risk in japanese credit network;Aoyama,2014

5. Aoyama, H., Battiston, S., Fujiwara, Y., 2013. DebtRank Analysis of the Japanese Credit Network. RIETI Discussion Paper Series 13-E-087.

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4. Identifying the systemic importance and systemic vulnerability of financial institutions based on portfolio similarity correlation network;EPJ Data Science;2024-01-31

5. Multilayer interbank networks and systemic risk propagation: Evidence from China;Physica A: Statistical Mechanics and its Applications;2023-10

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