create a website

The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 101

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China. (2025). Song, Lei ; Chen, YU.
    In: Financial Innovation.
    RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00667-7.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Systemic risk and stability in financial networks. 2015 American Economic Review. 105 564-608

  2. Acharya, V. ; Engle, R. ; Richardson, M. Capital shortfall: A new approach to ranking and regulating systemic risks. 2012 American Economic Review. 102 59-64

  3. Ahnert, T. ; Georg, C.P. Information contagion and systemic risk. 2018 Journal of Financial Stability. 35 159-171

  4. Ahrend, R. ; Goujard, A. Global banking, global crises? The role of the bank balance-sheet channel for the transmission of financial crises. 2015 European Economic Review. 80 253-279

  5. Aleksiejuk, A. ; Hołyst, J.A. A simple model of bank bankruptcies. 2001 Physica A: Statistical Mechanics and its Applications. 299 198-204

  6. Allen, F. ; Gale, D. Financial contagion. 2000 Journal of Political Economy. 108 1-33

  7. Altman, E.I. ; Brady, B. ; Resti, A. The link between default and recovery rates: Theory, empirical evidence, and implications. 2005 The Journal of Business. 78 2203-2228

  8. Alvarez, F. ; Barlevy, G. Mandatory disclosure and financial contagion. 2021 Journal of Economic Theory. 194 -

  9. Angelini, P. ; Maresca, G. ; Russo, D. Systemic risk in the netting system. 1996 Journal of Banking & Finance. 20 853-868

  10. Aymanns, C. ; Georg, C.P. Contagious synchronization and endogenous network formation in financial networks. 2015 Journal of Banking and Finance. 50 273-285

  11. Bardoscia, M. ; Battiston, S. ; Caccioli, F. Pathways towards instability in financial networks. 2017 Nature Communications. 8 1-7

  12. Bargigli, L. ; Tedeschi, G. Interaction in agent-based economics: A survey on the network approach. 2014 Physica A: Statistical Mechanics and its Applications. 399 1-15

  13. Battiston, S. ; Gatti, D.D. ; Gallegati, M. Default cascades: When does risk diversification increase stability?. 2012 Journal of Financial Stability. 8 138-149

  14. Bech, M.L. ; Atalay, E. The topology of the federal funds market. 2010 Physica A: Statistical Mechanics and Its Applications. 389 5223-5246

  15. Bellotti, A. ; Brigo, D. ; Gambetti, P. ; Vrins, F. Forecasting recovery rates on non-performing loans with machine learning. 2021 International Journal of Forecasting. 37 428-444

  16. Beltratti, A. ; Stulz, R.M. Why is contagion asymmetric during the european sovereign crisis. 2019 Journal of International Money and Finance. 99 -

  17. Berger, A. ; Bouwman, C. Bank liquidity creation, monetary policy, and financial crises: 139-155.. 2017 Journal of Financial Stability. 30 139-155

  18. Billio, M. ; Getmansky, M. ; Lo, A. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 Journal of Financial Economics. 104 535-559

  19. Bookstaber, R. ; Paddrik, M. ; Tivnan, B. An agent-based model for financial vulnerability. 2018 Journal of Economic Interaction and Coordination. 13 433-466

  20. Boumparis, P. ; Milas, C. ; Panagiotidis, T. Non-performing loans and sovereign credit ratings. international review of financial. 2019 Analysis. 64 301-314
    Paper not yet in RePEc: Add citation now
  21. Braouezec, Y. ; Wagalath, L. Strategic fire-sales and price-mediated contagion in the banking system. 2019 European Journal of Operational Research. 274 1180-1197

  22. Brzoza-Brzezina, M. ; Kolasa, M. ; Makarski, K.Crisis Contagion and international policy spillovers under foreign ownership of banks. 2018 Journal of Financial Stability. 36 293-304

  23. Caccioli, F. ; Catanach, T.A. ; Farmer, J.D. Heterogeneity, correlations and financial contagion. 2012 Advances in Complex Systems. 15 2401-2415

  24. Calimani, S. ; Hałaj, G. ; Żochowski, D. Simulating fire sales in a system of banks and asset managers. 2022 Journal of Banking & Finance. 138 -

  25. Calomiris, C. ; Heider, F. ; Hoerova, M. A theory of bank liquidity requirements. 2015 Columbia Business School Research Paper. -
    Paper not yet in RePEc: Add citation now
  26. Calomiris, C.W. ; Jaremski, M. ; Wheelock, D.C. Interbank connections, contagion and bank distress in the great depression. 2020 Journal of Financial Intermediation. -
    Paper not yet in RePEc: Add citation now
  27. Chakravorti, S. Analysis of systemic risk in multilateral net settlement systems. 2000 Journal of International Financial Markets, Institutions and Money. 10 9-30

  28. Chen, B. ; Li, L. ; Peng, F. Risk contagion in the banking network: New evidence from China. 2020 The North American Journal of Economics and Finance. 54 -

  29. Chen, S. ; Wu, D. Connectivity, netting, and systemic risk of payment systems. 2019 IEEE Systems Journal. 13 1658-1668
    Paper not yet in RePEc: Add citation now
  30. Chen, T.H. ; Chou, H.H. ; Chang, Y. ; Fang, H. The effect of excess lending on bank liquidity: evidence from China. 2015 International Review of Economics & Finance. 36 54-68

  31. Chen, W. ; Chen, Y. ; Huang, S. Liquidity risk and bank performance during financial crises. 2021 Journal of Financial Stability. 56 -

  32. Cont, R. ; Schaanning, E. Monitoring indirect contagion. 2019 Journal of Banking & Finance. 104 85-102

  33. Craig, B. ; Peter, ; von, G. Interbank tiering and money center banks. 2014 Journal of Financial Intermediation. 23 322-347

  34. Daly, K. ; Batten, J.A. ; Mishra, A.V. Contagion risk in global banking sector. 2019 Journal of International Financial Markets, Institutions and Money. 63 -

  35. Degryse, H. ; Nguyen, G. Interbank exposures: An empirical examination of contagion risk in the belgian banking system. 2006 International Journal of Central Banking. 3 123-172
    Paper not yet in RePEc: Add citation now
  36. Demange, G. Contagion in financial networks: A threat index. 2016 Management Science. 64 955-970

  37. Detering, N. ; Meyer-Brandis, T. ; Panagiotou, K. Managing default contagion in inhomogeneous financial networks. 2019 SIAM Journal on Financial Mathematics. 10 578-614
    Paper not yet in RePEc: Add citation now
  38. Diamond, D.W. ; Dybvig, P.H. Bank runs, deposit insurance and liquidity. 1983 Journal of Political Economy. 91 401-419

  39. Diamond, D.W. ; Rajan, R.G. Fear of fire sales, illiquidity seeking, and credit freezes. 2011 Quarterly Journal of Economics. 126 557-591

  40. Diamond, D.W. ; Rajan, R.G. Liquidity shortages and banking crises. 2005 Journal of Finance. 60 615-647

  41. Ding, D. ; Han, L. ; Yin, L. Systemic risk and dynamics of contagion: A duplex inter-bank network. 2017 Quantitative Finance. 17 1435-1445

  42. Dungey, M. ; Gajurel, D. Contagion and banking crisis–international evidence for 2007–2009. 2015 Journal of Banking & Finance. 60 271-283

  43. Eboli, M. A flow network analysis of direct balance-sheet contagion in financial networks. 2019 Journal of Economic Dynamics and Control. 103 205-233

  44. Eisenberg, L. ; Noe, T.H. Systemic risk in financial systems. 2001 Management Science. 47 236-249

  45. Elliott, M. ; Golub, B. ; Jackson, M.O. Financial networks and contagion. 2014 American Economic Review. 104 3115-3153

  46. Elsinger, H. ; Lehar, A. ; Summer, M. Risk assessment for banking systems. 2006 Management Science. 52 1301-1314

  47. Fan, X. ; Wang, Y. ; Wang, D. Network connectedness and China's systemic financial risk contagion-an analysis based on big data. Pacific-Basin Finance. 2020 Journal. -
    Paper not yet in RePEc: Add citation now
  48. Fatone, L. ; Mariani, F. Systemic risk governance in a dynamical model of a banking system. 2019 Journal of Global Optimization. 75 851-883

  49. Feinstein, Z. Obligations with physical delivery in a multilayered financial network. 2019 SIAM Journal on Financial Mathematics. 10 877-906

  50. Fink, K. ; Krüger, U. ; Meller, B. The credit quality channel: modeling contagion in the interbank market. 2016 Journal of Financial Stability. 25 83-97

  51. Freixas, X. ; Parigi, B.M. ; Rochet, J.C. Systemic risk, interbank relations, and liquidity provision by the central bank. 2000 Journal of Money, Credit and Banking. 32 611-638

  52. Furfine, C. Decimalization and market liquidity. 2003 Economic Perspectives. 27 2-12
    Paper not yet in RePEc: Add citation now
  53. Gandy, A. ; Veraart, L.A.M. A Bayesian methodology for systemic risk assessment in financial networks. 2017 Management Science. 63 4428-4446

  54. Girardi, G. ; Ergün, T. Systemic risk measurement: Multivariate GARCH estimation of CoVaR. 2013 Journal of Banking & Finance. 37 3169-3180

  55. Glasserman, P. ; Young, H.P. Contagion in financial networks. 2016 Journal of Economic Literature. 54 779-831

  56. Gong, X.L. ; Liu, X.H. ; Xiong, X. Research on China's financial systemic risk contagion under jump and heavy-tailed risk. 2020 International Review of Financial Analysis. 72 -

  57. Gouriéroux, C. ; Héam, J. ; Monfort, A. Bilateral exposures and systemic solvency risk. Canadian. 2012 Journal of Economics. 45 1273-1309

  58. Greenwood, R. ; Landier, A. ; Thesmar, D. Vulnerable banks. 2015 Journal of Financial Economics. 115 471-485
    Paper not yet in RePEc: Add citation now
  59. Guerra, P. ; Castelli, M. ; Côrte-Real, N. Machine learning for liquidity risk modelling: A supervisory perspective. 2022 Economic Analysis and Policy. 74 175-187

  60. Gupta, J. ; Kashiramka, S. Financial stability of banks in India: does liquidity creation matter?. 2020 Pacific-Basin Finance Journal. 64 -

  61. Heipertz, J. ; Rancière, R. ; Valla, N. Domestic and external sectoral portfolios: Network structure and balance-sheet contagion. 2019 Journal of International Money and Finance. 94 206-226

  62. Horvath, R. ; Seidler, J. ; Weill, L. How bank competition influences liquidity creation. 2016 Economic Modelling. 52 155-161

  63. Huang, X. ; Vodenska, I. ; Havlin, S. Cascading failures in Bi-partite graphs: Model for systemic risk propagation. 2013 Scientific Reports. 3 1-9

  64. Karadima, M. ; Louri, H. Economic policy uncertainty and non-performing loans: the moderating role of bank concentration. 2021 Finance Research Letters. 38 -

  65. Karadima, M. ; Louri, H. Non-performing loans in the euro area: Does bank market power matter?. 2020 International Review of Financial Analysis. 72 -

  66. Kim, W. ; Ko, Y.K. ; Wang, S.F. Debt restructuring through equity issues. 2019 Journal of Banking & Finance. 106 341-356

  67. Kiyotaki, N. ; Moore, J. Balance-sheet contagion. 2002 American Economic Review. 92 46-50

  68. Krause, A. ; Giansante, S. Interbank lending and the spread of bank failures: A network model of systemic risk. 2012 Journal of Economic Behaviour & Organization. 83 583-608

  69. Lafuente, E. ; Vaillant, Y. ; Vendrell-Herrero, F. Conformance and performance roles of bank boards: The connection between non-performing loans and non-performing directorships. 2019 European Management Journal. 37 664-673

  70. Lai, Y. ; Hu, Y. A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. 2021 Physica A: Statistical Mechanics and its Applications. 566 -

  71. Lenzu, S. ; Tedeschi, G. Systemic risk on different interbank network topologies. 2012 Physica A: Statistical Mechanics and its Applications. 391 4331-4341

  72. Leventides, J. ; Loukaki, K. ; Papavassiliou, V.G. Simulating financial contagion dynamics in random interbank networks. 2019 Journal of Economic Behaviour & Organization. 158 500-525

  73. Liu, A. ; Paddrik, M. ; Yang, S.Y. Interbank contagion: An agent-based model approach to endogenously formed networks. 2020 Journal of Banking & Finance. 112 -

  74. Liu, J. ; Dong, J. A multi-agent simulation of investment choice in the P2P lending market with bankruptcy risk. 2020 Journal of Simulation. -
    Paper not yet in RePEc: Add citation now
  75. Lux, T. A model of the topology of the bank–firm credit network and its role as channel of contagion. 2016 Journal of Economic Dynamics and Control. 66 36-53
    Paper not yet in RePEc: Add citation now
  76. Martinez-Jaramillo, S. ; Perez, O.P. ; Embriz, F.A. Systemic risk, financial contagion and financial fragility. 2010 Journal of Economic Dynamics and Control. 34 2358-2374

  77. Memmel, C. ; Sachs, A. Contagion in the interbank market and its determinants. 2013 Journal of Financial Stability. 9 46-54

  78. Müller, J. Interbank credit lines as a channel of contagion. 2006 Journal of Financial Services Research. 29 37-60
    Paper not yet in RePEc: Add citation now
  79. Nier, E. ; Yang, J. ; Yorulmazer, T. Network models and financial stability. 2007 Journal of Economic Dynamics and Control. 31 2033-2060

  80. Nobi, A. ; Lee, S. ; Kim, D.H. Correlation and network topologies in global and local stock indices. 2014 Physics Letters A. 378 2482-2489

  81. Park, C.Y. ; Shin, K. Contagion through national and regional exposures to foreign banks during the global financial crisis. 2020 Journal of Financial Stability. 46 -

  82. Paulin, J. ; Calinescu, A. ; Wooldridge, M. Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. 2019 Journal of Economic Dynamics and Control. 100 200-229

  83. Phung, Q. ; Vu, H. ; Tran, H. Do non-performing loans impact bank efficiency?. 2022 Finance Research Letters. 46 -

  84. Pirgaip, B. ; Uysal, A. Does the trading volume of asset management companies' bonds contain information on non-performing loans?. 2021 Borsa Istanbul Review. -
    Paper not yet in RePEc: Add citation now
  85. Pop, I. ; Cepoi, C. ; Anghel, D. Liquidity-threshold effect in non-performing loans. 2018 Finance Research Letters. 27 124-128

  86. Radivojević, N. ; Drago, C. ; Dejan, S. Econometric model of non-performing loans determinants. 2019 Physica A: Statistical Mechanics and its Applications. 520 481-488

  87. Rizvi, U. ; Kashiramka, S. ; Singh, S. A hierarchical model of the determinants of non-performing assets in banks: an ISM and MICMAC Approach. 2019 Applied Economics. 51 3834-3854

  88. Rizwan, M. ; Ahmad, G. ; Ashraf, D. Systemic risk: The impact of COVID-19. 2020 Finance Research Letters. 36 -

  89. Rochet, J.C. ; Tirole, J. Interbank lending and systemic risk. 1996 Journal of Money Credit and Banking. 140-

  90. Rodríguez-Moreno, M. ; Peña, J.I. Systemic risk measures: The simpler the better?. 2013 Journal of Banking & Finance. 37 1817-1831
    Paper not yet in RePEc: Add citation now
  91. Serrano, A. The impact of non-performing loans on bank lending in Europe: An empirical analysis. 2021 The North American Journal of Economics and Finance. 55 -

  92. Soramäki, K. ; Bech, M. ; Arnold, J. The topology of interbank payment flows. 2007 Physica A: Statistical Mechanics and its Applications. 379 317-333

  93. Tang, Y. ; Li, Z. ; Chen, J. ; Deng, C. Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. 2021 Pacific-Basin Finance Journal. 67 -

  94. Thurner, S. ; Hanel, R. ; Pichler, S. Risk trading, network topology, and banking regulation. 2003 Quantitative Finance. 3 306-319

  95. Tian, S. ; Yang, Y. ; Zhang, G. Bank capital, interbank contagion, and bailout policy. 2013 Journal of Banking & Finance. 37 2765-2778

  96. Tölö, E. ; Virén, M. How much do non-performing loans hinder loan growth in Europe?. 2021 European Economic Review. 136 -
    Paper not yet in RePEc: Add citation now
  97. Upper, C. ; Worms, A. Estimating bilateral exposures in the German interbank market: is there a danger of contagion. 2004 European Economic Review. 48 827-849

  98. Vithessonthi, C. Deflation, bank credit growth, and non-performing loans: Evidence from Japan. 2016 International Review of Financial Analysis. 45 295-305

  99. Wang, H. ; Li, S. Risk contagion in multilayer network of financial markets. 2020 Physica A: Statistical Mechanics and its Applications. 541 -

  100. Weber, S. ; Weske, K. The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. 2017 Probability, Uncertainty and Quantitative Risk. 2 1-38
    Paper not yet in RePEc: Add citation now
  101. Zhang, X. ; Fu, Q. ; Lu, L. Bank liquidity creation, network contagion and systemic risk: evidence from Chinese listed banks. 2021 Journal of Financial Stability. -

Cocites

Documents in RePEc which have cited the same bibliography

  1. Another history of global financial markets: Local stock market integration since 1913 from a network perspective. (2023). PARENT, Antoine ; BASTIDON, Cécile ; Bordo, Michael ; Weidenmier, Marc Daniel.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:8:p:2456-2477.

    Full description at Econpapers || Download paper

  2. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

    Full description at Econpapers || Download paper

  3. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Covi, Giovanni ; Gorpe, Mehmet Ziya.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/102.

    Full description at Econpapers || Download paper

  4. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/283963.

    Full description at Econpapers || Download paper

  5. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
    In: Post-Print.
    RePEc:hal:journl:halshs-01630616.

    Full description at Econpapers || Download paper

  6. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Farhi, Emmanuel ; Baqaee, David.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:479.

    Full description at Econpapers || Download paper

  7. Privacy-constrained network formation. (2017). Acemoglu, Daron ; Makhdoumi, Ali ; Ozdaglar, Asuman ; Malekian, Azarakhsh.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:105:y:2017:i:c:p:255-275.

    Full description at Econpapers || Download paper

  8. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0586.

    Full description at Econpapers || Download paper

  9. Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne .
    In: Arbeitspapiere.
    RePEc:zbw:wwuifg:167.

    Full description at Econpapers || Download paper

  10. The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:19..

    Full description at Econpapers || Download paper

  11. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores .
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n268-16.pdf.

    Full description at Econpapers || Download paper

  12. Crisis Transmission in the Global Banking Network. (2016). Hale, Galina ; Minoiu, Camelia ; Kapan, Tumer.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/091.

    Full description at Econpapers || Download paper

  13. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01267340.

    Full description at Econpapers || Download paper

  14. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic .
    In: Working Papers.
    RePEc:gat:wpaper:1606.

    Full description at Econpapers || Download paper

  15. Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

    Full description at Econpapers || Download paper

  16. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

    Full description at Econpapers || Download paper

  17. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

    Full description at Econpapers || Download paper

  18. The credit quality channel: Modeling contagion in the interbank market. (2016). Fink, Kilian ; Wong, Lui-Hsian ; Meller, Barbara ; Kruger, Ulrich .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97.

    Full description at Econpapers || Download paper

  19. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, YE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

    Full description at Econpapers || Download paper

  20. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

    Full description at Econpapers || Download paper

  21. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161898.

    Full description at Econpapers || Download paper

  22. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
    In: Corvinus Economics Working Papers (CEWP).
    RePEc:cvh:coecwp:2016/04.

    Full description at Econpapers || Download paper

  23. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11267.

    Full description at Econpapers || Download paper

  24. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11147.

    Full description at Econpapers || Download paper

  25. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1612.

    Full description at Econpapers || Download paper

  26. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Martinez, Constanza ; Kim, Geun-Young ; Leon, Carlos ; Lee, Daeyup.
    In: Borradores de Economia.
    RePEc:bdr:borrec:937.

    Full description at Econpapers || Download paper

  27. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Working Papers Series.
    RePEc:bcb:wpaper:439.

    Full description at Econpapers || Download paper

  28. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre.
    In: Working Papers Series.
    RePEc:bcb:wpaper:438.

    Full description at Econpapers || Download paper

  29. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-6.

    Full description at Econpapers || Download paper

  30. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel.
    In: Papers.
    RePEc:arx:papers:1603.05142.

    Full description at Econpapers || Download paper

  31. Too interconnected to fail: A survey of the interbank networks literature. (2015). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:91.

    Full description at Econpapers || Download paper

  32. The credit quality channel: Modeling contagion in the interbank market. (2015). Fink, Kilian ; Wong, Lui-Hsian ; Meller, Barbara ; Kruger, Ulrich .
    In: Discussion Papers.
    RePEc:zbw:bubdps:382015.

    Full description at Econpapers || Download paper

  33. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
    In: Working Papers.
    RePEc:ven:wpaper:2015:13.

    Full description at Econpapers || Download paper

  34. Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius.
    In: Working Papers.
    RePEc:tas:wpaper:22658.

    Full description at Econpapers || Download paper

  35. Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

    Full description at Econpapers || Download paper

  36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Hermansen, Mikkel ; Rohn, Oliver.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1250-en.

    Full description at Econpapers || Download paper

  37. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1249-en.

    Full description at Econpapers || Download paper

  38. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin .
    In: Working Papers.
    RePEc:fem:femwpa:2015.56.

    Full description at Econpapers || Download paper

  39. Network games with incomplete information. (2015). Zenou, Yves ; de Marti, Joan.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

    Full description at Econpapers || Download paper

  40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

    Full description at Econpapers || Download paper

  41. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

    Full description at Econpapers || Download paper

  42. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

    Full description at Econpapers || Download paper

  43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151866.

    Full description at Econpapers || Download paper

  44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1565.

    Full description at Econpapers || Download paper

  45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1547.

    Full description at Econpapers || Download paper

  46. Networks and the macroeconomy: an empirical exploration. (2015). Acemoglu, Daron ; Kerr, William R ; Akcigit, Ufuk.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:urn:nbn:fi:bof-201512101464.

    Full description at Econpapers || Download paper

  47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_025.

    Full description at Econpapers || Download paper

  48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:391.

    Full description at Econpapers || Download paper

  49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10290.

    Full description at Econpapers || Download paper

  50. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 13:51:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy