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

DOI10.1016/J.JEDC.2013.01.010MaRDI QIDQ900402zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

crisisearly warning systemsfinancial networks

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Recommendations

• International financial networks with intermediation: modeling, analysis, and computations
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Cites work

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

Cited in

(16)

• Financial data science
• Systemic risk in banking networks: advantages of ``tiered banking systems
• The evolution of free trade networks
• Measuring global flow of funds: who-to-whom matrix and financial network
• Network resilience
• Global Internet connectedness: 2002--2011
• Financial networks and interconnectedness in an advanced emerging market economy
• Equity markets' clustering and the global financial crisis
• Does financial connectedness predict crises?
• Stationarity, non-stationarity and early warning signals in economic networks
• Structure and dynamics of the global financial network
• Financial contagion in a stochastic block model
• Intermediaries' substitutability and financial network resilience: a hyperstructure approach
• Countercyclical capital buffers, bank concentration and macrofinancial stability in an agent-based macro-financial framework
• Cliometrics of world stock markets evolving networks
• Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters'

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