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2. Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Yuan, Xianghui ; Jin, Liwei ; Long, Jun ; Zhao, Chencheng.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802.

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3. Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects. (2024). Luo, Yimin ; Li, Mengya ; Hong, Shuifeng.
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   RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00389-9.

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4. Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

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5. Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Kumari, Vineeta ; Kakran, Shubham ; Bajaj, Parminder Kaur ; Sidhu, Arpit.
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6. Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Chen, Huayi ; Shi, Huai-Long.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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7. Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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8. Revisiting asset co-movement: Does network topology really matter?. (2023). Chen, Huayi ; Shi, Huai-Long.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001903.

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9. Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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18. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
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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.
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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.
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21. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
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22. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
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23. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
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24. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
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25. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
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26. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
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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.
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28. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
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29. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
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30. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, José.
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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 .
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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.
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33. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
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34. Surfing through the GFC: systemic risk in Australia. (2015). Matei, Marius ; Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
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36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
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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.
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38. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
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39. Network games with incomplete information. (2015). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
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40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
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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.
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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.
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43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
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44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
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45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
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46. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William R ; Akcigit, Ufuk ; Acemoglu, Daron.
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47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
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48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
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49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
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50. Key Players. (2014). Zenou, Yves.
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