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2. Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202422.

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3. Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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4. Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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5. Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013369.

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1. Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo.
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2. Systemic risk and idiosyncratic networks among global systemically important banks. (2024). Yang, Lu ; Cui, Xue.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:1:p:58-75.

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3. Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2024/08.

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4. Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202422.

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5. Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis. (2024). Xu, Fuwei.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10329-4.

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6. Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia.
   In: GREDEG Working Papers.
   RePEc:gre:wpaper:2024-10.

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7. Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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8. Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G.
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9. Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel.
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10. Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele.
    In: Empirical Economics.
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11. Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Ding, YI ; Liu, Xinhong ; Yan, Chun.
    In: Physica A: Statistical Mechanics and its Applications.
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12. Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Gan, Yiran ; Hu, Liqin ; Wen, Huailing.
    In: Finance Research Letters.
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13. Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477.

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14. Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Chen, Yu-Lun ; Mo, Wan-Shin ; Chiang, Shu-Hen.
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15. Financial Risk Meter for emerging markets. (2022). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; ben Amor, Souhir ; Althof, Michael.
    In: Research in International Business and Finance.
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16. Systemic risk in financial institutions: A multiplex network approach. (2022). Xie, Yiwei ; Tse, Yiuman ; Li, Shihan ; Liu, Qingfu ; Jiao, Feng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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17. Measuring systemic risk for bank credit networks: A multilayer approach. (2022). Yanquen, Eduardo ; Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Livan, Giacomo.
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18. The multiplex network structure of global cobalt industry chain. (2022). Sun, Xiaoqi ; Shi, Qing ; Wang, Mengjiao ; Xu, Man.
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19. Financial Risk Meter FRM based on Expectiles. (2022). Härdle, Wolfgang ; Li, Yingxing ; Hardle, Wolfgang Karl ; Ren, Rui ; Lu, Meng-Jou.
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20. Digital currencies in financial networks. (2022). Rancan, Michela ; Kavonius, Ilja Kristian ; Castren, Olli.
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21. Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Xiong, Xiong ; Gong, Xiao-Li ; Zhang, Wei ; Liu, Jian-Min.
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22. Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

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23. Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Wang, Gang-Jin ; Feng, Yusen ; Xie, Chi ; Qian, Biyu.
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24. The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Silveira, Douglas ; Ely, Regis ; Cajueiro, Daniel O.
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25. Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline.
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26. Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222721.

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27. Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Ren, Rui ; Lu, Meng-Jou ; Li, Yingxing ; Hardle, Wolfgang.
    In: IRTG 1792 Discussion Papers.
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28. The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan.
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29. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Wang, Gang-Jin ; Chevallier, Julien ; Chen, Yang-Yang ; Si, Hui-Bin ; Xie, Chi.
    In: International Review of Economics & Finance.
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30. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar M ; Chhajer, Harsh ; Fille, Erika.
    In: Physica A: Statistical Mechanics and its Applications.
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31. The construction of multilayer stock network model. (2021). Chen, Wei ; Qu, Shuai ; Jiang, Manrui.
    In: Physica A: Statistical Mechanics and its Applications.
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32. Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Tabak, Benjamin ; Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela.
    In: Physica A: Statistical Mechanics and its Applications.
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33. Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Su, Zhi ; Xu, Fuwei.
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34. A network characterization of the interbank exposures in Peru. (2021). Cuba, Walter ; Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi.
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35. A Density-Based estimator of core/periphery network structures. (2021). Nodari, Gabriela ; Brassil, Anthony.
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36. Exchange rate shocks in multicurrency interbank markets. (2021). Siklos, Pierre ; Stefan, Martin.
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37. The intrafirm complexity of systemically important financial institutions. (2021). Farmer, J. ; Lumsdaine, R L ; Foti, N J ; Leibon, G ; Rockmore, D N.
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38. Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Cao, Jie ; Wen, Fenghua ; Stanley, Eugene H.
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39. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar ; Chhajer, Harsh ; Legara, Erika Fille.
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41. Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Hussain, Syed Jawad ; Kang, Sang Hoon.
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42. Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero.
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43. Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre ; Stefan, Martin.
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44. LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). van den Heuvel, Milan ; Schoors, Koen ; van Soom, Marnix ; Ryckebusch, Jan.
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45. Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, A.
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46. Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Sumer, Tuba Pelin ; Ozyildirim, Suheyla.
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47. Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Li, jianping ; Yao, Yanzhen ; Zhu, Xiaoqian.
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48. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
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49. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
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50. Robust and sparse banking network estimation. (2018). Paterlini, Sandra ; Giacometti, Rosella ; Torri, Gabriele.
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