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Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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  1. Source identification on financial networks with label propagation. (2025). Sun, Lei ; Peng, Shuilin ; Hu, Zhao-Long ; Jin, Qichao.
    In: Physica A: Statistical Mechanics and its Applications.
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  2. Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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  3. Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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  4. Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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  5. Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20243000.

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