Identifying systemically important financial institutions: a network approach
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Publication:1722754
DOI10.1007/S10287-018-0327-8OpenAlexW2808983530MaRDI QIDQ1722754FDOQ1722754
Authors: Pablo Rovira Kaltwasser, Alessandro Spelta 
Publication date: 18 February 2019
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-018-0327-8
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Cites Work
- Power-law distributions in empirical data
- Statistical mechanics of complex networks
- A note on two problems in connexion with graphs
- Networks. An introduction.
- Bank Runs, Deposit Insurance, and Liquidity
- Deeper Inside PageRank
- Risk assessment for banking systems
- Network topology of the interbank market
- Network models and financial stability
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Contagion in financial networks
- A network analysis of the Italian overnight money market
- Contact network epidemiology: Bond percolation applied to infectious disease prediction and control
- Power-law distributions in binned empirical data
- Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms
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