\textit{Post-mortem} examination of the international financial network
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Publication:900402
DOI10.1016/J.JEDC.2013.01.010zbMATH Open1327.91067OpenAlexW3122570496MaRDI QIDQ900402FDOQ900402
Authors: Matteo Chinazzi, Giorgio Fagiolo, Javier A. Reyes, Stefano Schiavo 
Publication date: 22 December 2015
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2013.01.010
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Cites Work
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- Authoritative sources in a hyperlinked environment
- Economic networks: the new challenges
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Contagion in financial networks
Cited In (16)
- Financial contagion in a stochastic block model
- Measuring global flow of funds: who-to-whom matrix and financial network
- The evolution of free trade networks
- Stationarity, non-stationarity and early warning signals in economic networks
- Global Internet connectedness: 2002--2011
- Equity markets' clustering and the global financial crisis
- Network resilience
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach
- Cliometrics of world stock markets evolving networks
- Financial data science
- Does financial connectedness predict crises?
- Systemic risk in banking networks: advantages of ``tiered banking systems
- Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters'
- Countercyclical capital buffers, bank concentration and macrofinancial stability in an agent-based macro-financial framework
- Financial networks and interconnectedness in an advanced emerging market economy
- Structure and dynamics of the global financial network
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