1. Risk Contagion Mechanism and Control Strategies in Supply Chain Finance Using SEIR Epidemic Model from the Perspective of Commercial Banks. (2025). He, Mingfeng ; Gao, Jie ; Liu, Xiaojing.
   In: Mathematics.
   RePEc:gam:jmathe:v:13:y:2025:i:13:p:2051-:d:1683891.

   Full description at Econpapers || Download paper

2. Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9.

   Full description at Econpapers || Download paper

3. Risk spillover networks in financial markets: Evidence from emerging markets. (2023). Liu, Bai ; Zhang, Ailian ; Jin, Yujia.
   In: Managerial and Decision Economics.
   RePEc:wly:mgtdec:v:44:y:2023:i:6:p:3086-3107.

   Full description at Econpapers || Download paper

4. Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980.

   Full description at Econpapers || Download paper

5. Risk Contagion between Commodity Markets and the Macro Economy during COVID-19: Evidence from China. (2022). Pan, QI ; Shen, Hong.
   In: Sustainability.
   RePEc:gam:jsusta:v:15:y:2022:i:1:p:66-:d:1010244.

   Full description at Econpapers || Download paper

1. Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2015) Systemic risk and stability in financial networks. Am Econ Rev 105(2):564–608.

2. Acharya V, Drechsler I, Schnabl P (2014) A pyrrhic victory? Bank bailouts and sovereign credit risk. J Finance 69(6):2689–2739.

3. Acharya V, Engle R, Richardson M (2012) Capital shortfall: a new approach to ranking and regulating systemic risks. Am Econ Rev 102(3):59–64.

4. Agosto A, Ahelegbey DF, Giudici P (2020) Tree networks to assess financial contagion. Econ Model 85:349–366.

5. Aiyar S (2012) From financial crisis to great recession: the role of globalized banks. Am Econ Rev 102(3):225–30.

6. Allen F, Babus A, (2009) Networks in finance. The network challenge: strategy, profit, and risk in an interlinked world 367.
   Paper not yet in RePEc: Add citation now
   
7. Andrieu C, De Freitas N, Doucet A, Jordan MI (2003) An introduction to MCMC for machine learning. Mach Learn 50(1–2):5–43.
   Paper not yet in RePEc: Add citation now
   

8. Bartram SM, Brown GW, Hund JE (2007) Estimating systemic risk in the international financial system. J Financ Econ 86(3):835–869.

9. Battiston S, Puliga M, Kaushik R, Tasca P, Caldarelli G (2012) Debtrank: too central to fail? Financial networks, the fed and systemic risk. Sci Rep 2:541.
   Paper not yet in RePEc: Add citation now
   

10. Beirne J, Fratzscher M (2013) The pricing of sovereign risk and contagion during the european sovereign debt crisis. J Int Money Finance 34:60–82.

11. Benoit S, Colliard J-E, Hurlin C, Prignon C (2017) Where the risks lie: a survey on systemic risk. Rev Finance 21(1):109–152.

12. Billio M, Caporin M, Frattarolo L, Pelizzon L (2018) Networks in risk spillovers: a multivariate garch perspective.

13. Billio M, Getmansky M, Lo AW, Pelizzon L (2012) Econometric measures of connectedness and systemic risk in the finance and insurance sectors. J Financ Econ 104(3):535–559.

14. Birch J, Pantelous AA, Soramäki K (2016) Analysis of correlation based networks representing dax 30 stock price returns. Comput Econ 47(4):501–525.

15. Brida JG, Risso WA (2010) Dynamics and structure of the 30 largest north american companies. Comput Econ 35(1):85.

16. Cai J, Eidam F, Saunders A, Steffen S (2018) Syndication, interconnectedness, and systemic risk. J Financ Stabil 34:105–120.

17. Chi KT, Liu J, Lau FC (2010) A network perspective of the stock market. J Empir Finance 17(4):659–667.

18. Cook DO, Spellman LJ (1996) Firm and guarantor risk, risk contagion, and the interfirm spread among insured deposits. J Financ Quant Anal 31(2):265–281.

19. Das SR (2016) Matrix metrics: network-based systemic risk scoring. J Altern Invest 18(4):33–51.
    Paper not yet in RePEc: Add citation now
    

20. De Haas R, Van Horen N (2012) International shock transmission after the Lehman brothers collapse: evidence from syndicated lending. Am Econ Rev 102(3):231–37.

21. Delpini D, Battiston S, Caldarelli G, Riccaboni M (2019) Systemic risk from investment similarities. PLoS ONE 14(5):e0217141.

22. Diebold FX, Yılmaz K (2014) On the network topology of variance decompositions: measuring the connectedness of financial firms. J Econom 182(1):119–134.

23. Durante D, Dunson DB, Vogelstein JT (2017) Nonparametric bayes modeling of populations of networks. J Am Stat Assoc 112(520):1516–1530.

24. Edwards S (2000) Contagion. In: World Economy. Citeseer.
    Paper not yet in RePEc: Add citation now
    

25. Eichengreen B, Mody A, Nedeljkovic M, Sarno L (2012) How the subprime crisis went global: evidence from bank credit default swap spreads. J Int Money Finance 31(5):1299–1318.

26. Elliott M, Golub B, Jackson MO (2014) Financial networks and contagion. Am Econ Rev 104(10):3115–53.

27. Engle R, Jondeau E, Rockinger M (2014) Systemic risk in Europe. Rev. Finance 19(1):145–190.
    Paper not yet in RePEc: Add citation now
    

28. Flavin TJ, Hurley MJ, Rousseau F (2002) Explaining stock market correlation: a gravity model approach. Manchest Schl 70(S1):87–106.

29. Foglia M, Angelini E (2020) From me to you: measuring connectedness between eurozone financial institutions. Res Int Bus Finance 54:101238.

30. Friel N, Rastelli R, Wyse J, Raftery AE (2016) Interlocking directorates in Irish companies using a latent space model for bipartite networks. Proc Natl Acad Sci 113(24):6629–6634.
    Paper not yet in RePEc: Add citation now
    

31. Friel N, Wyse J (2012) Estimating the evidence—a review. Stat Neerland 66(3):288–308.

32. Giner J, Mendoza Aguilar J, Morini-Marrero S (2018) Correlation as probability: applications of Sheppard’s formula to financial assets. Quant Finance 18(5):777–787.

33. Giudici P, Parisi L (2016) Corisk: measuring systemic risk through default probability contagion. DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.

34. Giudici P, Parisi L (2018) Corisk: credit risk contagion with correlation network models. Risks 6(3):95.

35. Giudici P, Sarlin P, Spelta A (2020) The interconnected nature of financial systems: direct and common exposures. J Bank Finance 112:105149.
    Paper not yet in RePEc: Add citation now
    
36. Grassi R, Stefani S, Torriero A (2010) Centrality in organizational networks. Int J Intell Syst 25(3):253–265.
    Paper not yet in RePEc: Add citation now
    

37. Grinis I (2015) Credit risk spillovers, systemic importance and vulnerability in financial networks.

38. Handcock MS, Raftery AE, Tantrum JM (2007) Model-based clustering for social networks. J R Stat Soc Ser A (Stat Soc) 170(2):301–354.

39. Hasse J-B (2020a) Systemic risk: a network approach.
    Paper not yet in RePEc: Add citation now
    
40. Hasse J-B (2020b) SystemicR: monitoring systemic risk. R package version 0.1.0.
    Paper not yet in RePEc: Add citation now
    

41. Hasse J-B, Lajaunie Q (2020) Does the yield curve signal recessions? new evidence from an international panel data analysis.

42. He B-J, Zhao D-X, Zhu J, Darko A, Gou Z-H (2018) Promoting and implementing urban sustainability in china: an integration of sustainable initiatives at different urban scales. Habit Int 82:83–93.
    Paper not yet in RePEc: Add citation now
    

43. Hledik J, Rastelli R (2018) A dynamic network model to measure exposure diversification in the Austrian interbank market. arXiv preprint arXiv:1804.01367 .

44. Hoff PD, Raftery AE, Handcock MS (2002) Latent space approaches to social network analysis. J Am Stat Assoc 97(460):1090–1098.

45. Hué S, Lucotte Y, Tokpavi S (2019) Measuring network systemic risk contributions: a leave-one-out approach. J Econ Dyn Control 100:86–114.

46. Hyndman R, Koehler AB, Ord JK, Snyder RD (2008) Forecasting with exponential smoothing: the state space approach. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
    
47. Hyndman RJ, Athanasopoulos G, Bergmeir C, Caceres G, Chhay L, O’Hara-Wild M, Petropoulos F, Razbash S, Wang E (2020) Package ‘forecast’. https://cran.r-project.org/web/packages/forecast/forecast.pdf .
    Paper not yet in RePEc: Add citation now
    

48. Ibragimov R, Jaffee D, Walden J (2011) Diversification disasters. J Financ Econ 99(2):333–348.

49. Jiang B, Rigobon R, Dahleh MA (2020) Contingent linear financial networks. Tech. rep, National Bureau of Economic Research.

50. Jin X, De Simone FN (2020) Monetary policy and systemic risk-taking in the euro area investment fund industry: a structural factor-augmented vector autoregression analysis. J Financ Stab 49:100749.

51. Kenett DY, Huang X, Vodenska I, Havlin S, Stanley HE (2015) Partial correlation analysis: applications for financial markets. Quant Finance 15(4):569–578.

52. Lesnoff M, Lancelot R, Lancelot MR, Suggests M (2010) Package ‘aod’. Maran, N., Crispim, B., Iahnn, S., Araújo, R., Grisolia, A., & Oliveira, K.(2016). Depth and well type related to groundwater microbiological contamination 13(10):1036.
    Paper not yet in RePEc: Add citation now
    

53. Mantegna RN, Stanley HE (1999) Introduction to econophysics: correlations and complexity in finance. Cambridge University Press, Cambridge.

54. Matesanz D, Ortega GJ (2014) Network analysis of exchange data: interdependence drives crisis contagion. Qual Quant 48(4):1835–1851.

55. Møller J, Pettitt AN, Reeves R, Berthelsen KK (2006) An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants. Biometrika 93(2):451–458.

56. Murray I, Ghahramani Z, MacKay D (2012) Mcmc for doubly-intractable distributions. arXiv preprint arXiv:1206.6848 .
    Paper not yet in RePEc: Add citation now
    

57. Naceur SB, Candelon B, Lajaunie Q (2019) Taming financial development to reduce crises. Emerg Mark Rev 40:100618.

58. Nolde N, Zhang J (2020) Conditional extremes in asymmetric financial markets. J Bus Econ Stat 38(1):201–213.

59. Pais A, Stork PA (2011) Contagion risk in the Australian banking and property sectors. J Bank Finance 35(3):681–697.

60. Poledna S, Martinez-Jaramillo S, Caccioli F, Thurner S (2021) Quantification of systemic risk from overlapping portfolios in the financial system. J Financ Stab 52:100808.

61. Pourkhanali A, Kim J-M, Tafakori L, Fard FA (2016) Measuring systemic risk using vine-copula. Econ Model 53:63–74.

62. Qi, X., D. R. C. K. F. E. S. A. W. Q. W. Y. T. W., Zhang C (2013) Terrorist networks, network energy and node removal: a new measure of centrality based on Laplacian energy.
    Paper not yet in RePEc: Add citation now
    
63. Raftery AE, Niu X, Hoff PD, Yeung KY (2012) Fast inference for the latent space network model using a case-control approximate likelihood. J Comput Graph Stat 21(4):901–919.
    Paper not yet in RePEc: Add citation now
    
64. Rastelli R (2021) lpm4i repository. https://github.com/riccardorastelli/lpm4i .
    Paper not yet in RePEc: Add citation now
    

65. Rastelli R, Friel N, Raftery AE (2016) Properties of latent variable network models. Netw Sci 4(4):407–432.

66. Rastelli R, Maire F, Friel N (2018) Computationally efficient inference for latent position network models. arXiv preprint arXiv:1804.02274 .
    Paper not yet in RePEc: Add citation now
    

67. Sander H, Kleimeier S (2003) Contagion and causality: an empirical investigation of four Asian crisis episodes. J Int Financ Mark Inst Money 13(2):171–186.

68. Scardoni G, Laudanna C (2012) Centralities based analysis of complex networks. New Front Graph Theory 2012:323–348.
    Paper not yet in RePEc: Add citation now
    
69. Schweitzer F, Fagiolo G, Sornette D, Vega-Redondo F, Vespignani A, White DR (2009) Economic networks: the new challenges. Science 325(5939):422–425.
    Paper not yet in RePEc: Add citation now
    

70. Sebestyén T, Iloskics Z (2020) Do economic shocks spread randomly? A topological study of the global contagion network. PLoS ONE 15(9):e0238626.

71. Selover DD (2004) International co-movements and business cycle transmission between Korea and Japan. J Jpn Int Econ 18(1):57–83.

72. Shortreed S, Handcock MS, Hoff P (2006) Positional estimation within a latent space model for networks. Methodology 2(1):24–33.
    Paper not yet in RePEc: Add citation now
    

73. Tumminello M, Lillo F, Mantegna RN (2010) Correlation, hierarchies, and networks in financial markets. J Econ Behav Organ 75(1):40–58.

74. Wagner W (2010) Diversification at financial institutions and systemic crises. J Financ Intermed 19(3):373–386.

75. Wang G-J, Xie C, Stanley HE (2018) Correlation structure and evolution of world stock markets: evidence from Pearson and partial correlation-based networks. Comput Econ 51(3):607–635.

76. Wen F, Yang X, Zhou W-X (2019) Tail dependence networks of global stock markets. Int J Finance Econ 24(1):558–567.

77. Winkler G (2012) Image analysis, random fields and Markov chain Monte Carlo methods: a mathematical introduction, vol 27. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
    

78. Xu G, Gao W (2019) Financial risk contagion in stock markets: causality and measurement aspects. Sustainability 11(5):1402.

79. Yan Y (2016) Mlmetrics: machine learning evaluation metrics. R package version 1(1):1.
    Paper not yet in RePEc: Add citation now
    
80. Zheng Z, Podobnik B, Feng L, Li B (2012) Changes in cross-correlations as an indicator for systemic risk. Sci Rep 2(1):1–8.
    Paper not yet in RePEc: Add citation now
    

1. Another history of global financial markets: Local stock market integration since 1913 from a network perspective. (2023). PARENT, Antoine ; BASTIDON, Cécile ; Bordo, Michael ; Weidenmier, Marc Daniel.
   In: The World Economy.
   RePEc:bla:worlde:v:46:y:2023:i:8:p:2456-2477.

   Full description at Econpapers || Download paper

2. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

   Full description at Econpapers || Download paper

3. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/102.

   Full description at Econpapers || Download paper

4. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
   In: Working Papers ECARES.
   RePEc:eca:wpaper:2013/283963.

   Full description at Econpapers || Download paper

5. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
   In: Post-Print.
   RePEc:hal:journl:halshs-01630616.

   Full description at Econpapers || Download paper

6. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:479.

   Full description at Econpapers || Download paper

7. Privacy-constrained network formation. (2017). Acemoglu, Daron ; Malekian, Azarakhsh ; Ozdaglar, Asuman ; Makhdoumi, Ali.
   In: Games and Economic Behavior.
   RePEc:eee:gamebe:v:105:y:2017:i:c:p:255-275.

   Full description at Econpapers || Download paper

8. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0586.

   Full description at Econpapers || Download paper

9. Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne .
   In: Arbeitspapiere.
   RePEc:zbw:wwuifg:167.

   Full description at Econpapers || Download paper

10. Too interconnected to fail: A survey of the Interbank Networks literature. (2016). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:91.

    Full description at Econpapers || Download paper

11. The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:19..

    Full description at Econpapers || Download paper

12. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n268-16.pdf.

    Full description at Econpapers || Download paper

13. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/091.

    Full description at Econpapers || Download paper

14. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01267340.

    Full description at Econpapers || Download paper

15. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
    In: Working Papers.
    RePEc:gat:wpaper:1606.

    Full description at Econpapers || Download paper

16. Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

    Full description at Econpapers || Download paper

17. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

    Full description at Econpapers || Download paper

18. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

Report date: 2025-10-05 22:39:12 || Missing content? Let us know