Structure and dynamics of the global financial network

DOI10.1016/J.CHAOS.2016.01.023MaRDI QIDQ508314zbMATH OpenOpenAlexFDO

Authors Thiago Christiano Silva, Sergio Rubens Stancato de Souza, Benjamin Miranda Tabak

Publication date 10 February 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2016.01.023

zbMATH Keywords

network analysiscomplex networkinterbank marketglobal market

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Actuarial science and mathematical finance (91G99)

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Cites work

• A network analysis of the Italian overnight money market
• Machine learning in complex networks

Cited in

(12)

• Measuring global flow of funds: who-to-whom matrix and financial network
• Evolution and Dynamics of the Currency Network
• Financial networks
• Safety for whom? The scattered global financial safety net and the role of regional financial arrangements
• Intermediaries' substitutability and financial network resilience: a hyperstructure approach
• Dynamics of international financial networks with risk management
• The structure and resilience of financial market networks
• Disturbances and complexity in volatility time series
• \textit{Post-mortem} examination of the international financial network
• Multiplex networks of the guarantee market: evidence from China
• Multi-layered network structure: relationship between financial and macroeconomic dynamics
• Complexity in quantitative finance and economics

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