1. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
   In: Discussion Paper.
   RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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1. B. Büyükşahin and M. A. Robe, Speculators, Commodities and cross-market linkages, Central Bank of Canada Working Paper (2013) . .
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2. C. Pirrong, The economics of clearing in derivatives markets: Netting, asymmetric information and the sharing of default risks through a central counterparty, University of Houston Working Paper (2009) . .
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3. D. Acemoglu, A. Ozdaglar and A. Tahbaz-Salehi, Cascades in networks and aggregate volatility, National Bureau of Economic Research Working Paper (2010) . .

4. Hong Kong Securities Review Committee, The Operation and Regulation of the Hong Kong Securities Industry (The Committee, Hong Kong, 1988) . .
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5. J. Mägerle and T. Nellen, Interoperability between central counterparties, Swiss National Bank Working Paper (2011) . .
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6. J. P. Jackson and M. J. Manning, Comparing the pre-settlement risk implications of alternative clearing arrangements, Bank of England Working Paper (2007) . .

7. M. Elliott, B. Golub and M. O. Jackson, Financial networks and contagion, Stanford University Working Paper (2013) . .
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8. M. W. Masters, Testimony before commodities futures trading commission, U.S. Commodity Futures Trading Commission (2009) . .
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9. N. Brady, Report of the Presidential Task Force on Market Mechanisms (The Task Force, Washington, D.C, 1988) . .
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1. Direct and network effects of idiosyncratic TFP shocks. (2021). Nguyen, Anh ; Barauskaite (Griskeviciene), Kristina ; Minh, Anh Dinh.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-020-02009-9.

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2. The impact of regulatory distance from global standards on a country’s centrality in global value chains. (2021). Obashi, Ayako ; Ikeuchi, Kenta ; Inui, Tomohiko ; Yang, Qizhong.
   In: International Economics.
   RePEc:eee:inteco:v:166:y:2021:i:c:p:95-115.

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3. Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo ; von Sachs, Rainer.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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4. Global intersectoral production network and aggregate fluctuations. (2021). Nguyen, Anh ; Barauskaite (Griskeviciene), Kristina.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001668.

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5. Financial contagion in inter-bank networks with overlapping portfolios. (2020). Li, Zhinan ; Shen, Peilong.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00274-1.

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6. Climate risk: The price of drought. (2020). Nguyen, Thu Ha ; Huynh, Thanh ; Ha, Thu ; Truong, Cameron.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301942.

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7. Identifying systemically important financial institutions: a network approach. (2019). Kaltwasser, Pablo Rovira ; Spelta, Alessandro.
   In: Computational Management Science.
   RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0327-8.

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8. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Barigozzi, Matteo ; Hallin, Marc.
   In: Working Papers.
   RePEc:lan:wpaper:257939806.

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9. 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.

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10. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk. (2019). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre.
    In: Papers.
    RePEc:arx:papers:1607.00286.

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11. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo ; von Sachs, R.
    In: LIDAM Discussion Papers ISBA.
    RePEc:aiz:louvad:2019024.

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12. Sectoral networks and macroeconomic tail risks in an emerging economy. (2018). Romero, Pedro ; Lopez, Ricardo ; Jimenez, Carlos.
    In: PLOS ONE.
    RePEc:plo:pone00:0190076.

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13. Quantile graphical models: prediction and conditional independence with applications to systemic risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:54/17.

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14. Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management. (2016). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1125.

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15. Input--output linkages and the propagation of domestic productivity shocks: assessing alternative theories with stochastic simulation. (2016). Sartori, Martina ; Roson, Roberto.
    In: Economic Systems Research.
    RePEc:taf:ecsysr:v:28:y:2016:i:1:p:38-54.

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16. Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management. (2016). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269321.

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17. Risks and Opportunities of Participation in Global Value Chains. (2015). Luo, Xubei ; Gereffi, Gary.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:2:y:2015:i:4:p:51-63.

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18. A Model of Stratified Production Process and Spatial Risk. (2015). Kuroda, Tatsuaki.
    In: Networks and Spatial Economics.
    RePEc:kap:netspa:v:15:y:2015:i:2:p:271-292.

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19. Climate Change, Collapse and Social Choice Theory. (2015). Schofield, Norman.
    In: Czech Economic Review.
    RePEc:fau:aucocz:au2015_007.

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20. Banking crises and financial integration: Insights from networks science. (2015). Caballero, Julian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:127-146.

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21. The Network Origins of Aggregate Fluctuations. (2015). Tahbaz-Salehi, Alireza ; Carvalho, Vasco ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: Working Papers.
    RePEc:bge:wpaper:587.

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22. Network effects, cascades and CCP interoperability. (2014). Feng, Xiaobing ; Pritsker, Matthew ; Hu, Haibo.
    In: International Journal of Modern Physics C (IJMPC).
    RePEc:wsi:ijmpcx:v:25:y:2014:i:09:n:s0129183114500351.

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23. Risks and opportunities of participation in global value chains. (2014). Luo, Xubei ; Gereffi, Gary.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6847.

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24. Input-output linkages and the propagation of domestic productivity shocks: Assessing alternative theories with stochastic simulation. (2014). Sartori, Martina ; Roson, Roberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:59884.

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25. On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

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26. The Network Origins of Large Economic Downturns. (2014). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman E..
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000944.

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27. The Network Origins of Large Economic Downturns. (2013). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19230.

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28. Systemic Risk and Stability in Financial Networks. (2013). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18727.

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29. Financial Risk Measurement for Financial Risk Management. (2013). Andersen, Torben G ; Bollerslev, Tim ; Christoffersen, Peter F ; Diebold, Francis X.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1127-1220.

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30. Production Chains. (2012). Levine, David.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-41.

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31. Vulnerable Banks. (2012). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18537.

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32. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18084.

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33. Banking Crises and Financial Integration. (2012). Caballero, Julian.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:4198.

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34. Aggregate Investment Externalities and Macroprudential Regulation. (2012). Rochet, Jean ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8764.

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35. The Network Origins of Aggregate Fluctuations. (2012). Tahbaz-Salehi, Alireza ; Carvalho, Vasco ; Acemoglu, Daron ; Ozdaglar, Asuman E..
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000359.

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36. How Do Aggregate Fluctuations Depend on the Network Structure of the Economy?. (2012). Burlon, Lorenzo.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2012278.

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37. The network origins of aggregate fluctuations. (2011). Tahbaz-Salehi, Alireza ; Carvalho, Vasco ; Acemoglu, Daron ; Ozdaglar, Asuman.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1291.

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38. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: TSE Working Papers.
    RePEc:tse:wpaper:25606.

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39. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-037.

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40. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-031.

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41. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17490.

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42. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. (2011). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1124.

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43. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:25524.

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44. Sectoral disturbances and aggregate economic activity. (2011). Sarte, Pierre Daniel ; Malysheva, Nadezhda .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2011:i:2q:p:153-173:n:v.97no.2.

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45. On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2011). Yilmaz, Kamil ; Diebold, Francis.
    In: Working Papers.
    RePEc:fip:fedpwp:11-45.

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46. Business networks, production chains and productivity: A theory of input-output architecture. (2011). Oberfield, Ezra.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-12.

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47. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
    In: CREATES Research Papers.
    RePEc:aah:create:2011-37.

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48. The great diversification and its undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1208.

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49. Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome. (2010). Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16429.

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50. The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16424.

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