`Too central to fail' firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

DOI10.1080/14697688.2021.2006281MaRDI QIDQ5079386zbMATH OpenOpenAlexFDO

Authors Abinash Mishra, Pranjal Srivastava, Anindya S. Chakrabarti

Publication date 27 May 2022

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2021.2006281

zbMATH Keywords

network centralityrisk managementstocks and bondstoo central to failvulnerability

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• An introduction to statistical learning. With applications in R
• Common risk factors in the returns on stocks and bonds
• Contagion in financial networks
• Financial and macroeconomic connectedness. A network approach to measurement and monitoring
• Graph theoretical representations of equity indices and their centrality measures
• Multilayer overlaps and correlations in the bank-firm credit network of Spain
• Network Analysis
• Networks
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Systemic risk in financial systems
• The multiplex dependency structure of financial markets

Cited in

(1)

• Shareholding Networks and Centrality: An Application to the Italian Financial Market

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