Pages that link to "Item:Q4683028"
From MaRDI portal
The following pages link to The multiplex structure of interbank networks (Q4683028):
Displaying 42 items.
- Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
- Recent advances on failure and recovery in networks of networks (Q528300) (← links)
- Network formation with multigraphs and strategic complementarities (Q785514) (← links)
- Network ANOVA random effects models for node attributes (Q828019) (← links)
- A network analysis of the Italian overnight money market (Q844580) (← links)
- Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
- The multiplex dependency structure of financial markets (Q1674860) (← links)
- Multiplex networks of the guarantee market: evidence from China (Q1674910) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- Implicit government guarantees and the externality of portfolio diversification: a complex network approach (Q2067602) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Bank multiplex networks and systemic risk (Q2163131) (← links)
- Risk contagion caused by interactions between credit and guarantee networks (Q2164801) (← links)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Interbank borrowing and lending between financially constrained banks (Q2205988) (← links)
- Double-layer network model of bank-enterprise counterparty credit risk contagion (Q2221641) (← links)
- An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← links)
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes (Q2438069) (← links)
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
- Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
- Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory (Q3606089) (← links)
- Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Multichannel contagion and systemic stabilisation strategies in interconnected financial markets (Q4555190) (← links)
- Network topology of the interbank market (Q4610278) (← links)
- (Q4996351) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- Multilayer overlaps and correlations in the bank-firm credit network of Spain (Q5120727) (← links)
- Eradicating abrupt collapse on single network with dependency groups (Q5197568) (← links)
- Multilayer interbank networks and systemic risk propagation: evidence from China (Q6054644) (← links)
- Dimensional reduction of solvency contagion dynamics on financial networks (Q6063543) (← links)
- A MULTILAYER VIEW OF SYSTEMIC IMPORTANCE AND AGGREGATE FLUCTUATIONS (Q6088681) (← links)
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
- FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS (Q6203306) (← links)
- Interbank decisions and margins of stability: an agent-based stock-flow consistent approach (Q6558582) (← links)
- A possible quadruple point in networks of directed networks under targeted attacks (Q6559591) (← links)
- A comprehensive framework for link prediction in multiplex networks (Q6567434) (← links)
- Higher-order assortativity for directed weighted networks and Markov chains (Q6586268) (← links)