Financial network structure and systemic risk

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets

(2023) Gang-Jin Wang et al.   International Review of Financial Analysis

Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?

(2023) Chuangxia Huang et al.   ECONOMIC MODELLING

Risk factor extraction with quantile regression method

(2022) Wan-Ni Lai et al.   ANNALS OF OPERATIONS RESEARCH

Measuring systemic risk in the global banking sector: A cross-quantilogram network approach

(2022) Eduard Baumöhl et al.   ECONOMIC MODELLING

Can financial crisis be detected? Laplacian energy measure

(2022) Chuangxia Huang et al.   European Journal of Finance

COVID-19 and Its Impact on Financial Markets and the Real Economy

(2021) Itay Goldstein et al.   REVIEW OF FINANCIAL STUDIES

Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves

(2021) Mohamed Yousfi et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

A network perspective of comovement and structural change: Evidence from the Chinese stock market

(2021) Chuangxia Huang et al.   International Review of Financial Analysis

Measuring the systemic risk in indirect financial networks

(2021) Jie Cao et al.   European Journal of Finance

Systemic risk spillover across global and country stock markets during the COVID-19 pandemic

(2021) Bana Abuzayed et al.   Economic Analysis and Policy

Relation-aware dynamic attributed graph attention network for stocks recommendation

(2021) Shibo Feng et al.   PATTERN RECOGNITION

Non-financial corporations and systemic risk

(2021) Mardi Dungey et al.   JOURNAL OF CORPORATE FINANCE

Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach

(2021) Yanhua Chen et al.   International Review of Financial Analysis

Covid-19 pandemic and spillover effects in stock markets: A financial network approach

(2021) Aristeidis Samitas et al.   International Review of Financial Analysis

Systemic risk and the COVID challenge in the european banking sector

(2021) Nicola Borri et al.   JOURNAL OF BANKING & FINANCE

Behavioral data-driven analysis with Bayesian method for risk management of financial services

(2020) Edward M.H. Lin et al.   INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

An analysis of the clustering effect of a jump risk complex network in the Chinese stock market

(2019) Sunyang Hu et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Systemic risk, financial markets, and performance of financial institutions

(2016) Edward M. H. Lin et al.   ANNALS OF OPERATIONS RESEARCH

TENET: Tail-Event driven NETwork risk

(2016) Wolfgang Karl Härdle et al.   JOURNAL OF ECONOMETRICS

Systematic Risk in Supply Chain Networks

(2016) Nikolay Osadchiy et al.   MANAGEMENT SCIENCE

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

The influence of supply network structure on firm innovation

(2014) Marcus A. Bellamy et al.   JOURNAL OF OPERATIONS MANAGEMENT

Cointegration analysis and influence rank—A network approach to global stock markets

(2014) Chunxia Yang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Globally networked risks and how to respond

(2013) Dirk Helbing   NATURE

Systemic risk in banking ecosystems

(2011) Andrew G. Haldane et al.   NATURE

Economics: Meltdown modelling

(2009) Mark Buchanan   NATURE