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The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim.
In: Economic Modelling.
RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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  1. Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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  2. Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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  3. Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina.
    In: Journal of New Economy.
    RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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  4. Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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  5. Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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  19. The credit quality channel: Modeling contagion in the interbank market. (2016). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
    In: Journal of Financial Stability.
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  20. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Murinde, Victor ; Tiriongo, Samuel ; Ngoka, Kethi ; Maana, Isaya ; Bai, YE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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  21. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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  22. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161898.

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  23. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
    In: Corvinus Economics Working Papers (CEWP).
    RePEc:cvh:coecwp:2016/04.

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  24. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11267.

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  25. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11147.

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  26. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1612.

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  27. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Kim, Geun-Young ; Lee, Daeyup ; Martinez, Constanza ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:937.

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  28. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Working Papers Series.
    RePEc:bcb:wpaper:439.

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  29. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
    In: Working Papers Series.
    RePEc:bcb:wpaper:438.

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  30. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, José.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-6.

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  31. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
    In: Papers.
    RePEc:arx:papers:1603.05142.

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  32. The credit quality channel: Modeling contagion in the interbank market. (2015). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
    In: Discussion Papers.
    RePEc:zbw:bubdps:382015.

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  33. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
    In: Working Papers.
    RePEc:ven:wpaper:2015:13.

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  34. Surfing through the GFC: systemic risk in Australia. (2015). Matei, Marius ; Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
    RePEc:tas:wpaper:22658.

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  35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

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  36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1250-en.

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  37. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1249-en.

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  38. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Working Papers.
    RePEc:fem:femwpa:2015.56.

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  39. Network games with incomplete information. (2015). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

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  40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

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  41. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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  42. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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  43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151866.

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  44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1565.

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  45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1547.

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  46. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William R ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:urn:nbn:fi:bof-201512101464.

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  47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_025.

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  48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:391.

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  49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10290.

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  50. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

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