\textit{Post-mortem} examination of the international financial network

DOI10.1016/j.jedc.2013.01.010zbMath1327.91067OpenAlexW3122570496MaRDI QIDQ900402

Matteo Chinazzi, Giorgio Fagiolo, Stefano Schiavo, Javier A. Reyes

Publication date: 22 December 2015

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.01.010

zbMATH Keywords

crisisfinancial networksearly warning systems

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (10)

Network resilience ⋮ Financial data science ⋮ Financial networks and interconnectedness in an advanced emerging market economy ⋮ Equity markets’ clustering and the global financial crisis ⋮ Intermediaries' substitutability and financial network resilience: a hyperstructure approach ⋮ Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters' ⋮ Systemic risk in banking networks: advantages of ``tiered banking systems ⋮ The evolution of free trade networks ⋮ Does financial connectedness predict crises? ⋮ FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL

Cites Work

• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Economic Networks: The New Challenges
• Authoritative sources in a hyperlinked environment
• Contagion in financial networks
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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