‘Too central to fail’ firms in bi-layered financial networks: linkages in the US corporate bond and stock markets

DOI10.1080/14697688.2021.2006281zbMath1491.91158OpenAlexW4200559717MaRDI QIDQ5079386

Abinash Mishra, Anindya S. Chakrabarti, Pranjal Srivastava

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.2006281

zbMATH Keywords

vulnerabilityrisk managementnetwork centralitystocks and bondstoo central to fail

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• The multiplex dependency structure of financial markets
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Systemic Risk in Financial Systems
• Contagion in financial networks
• Networks
• An Introduction to Statistical Learning
• Graph theoretical representations of equity indices and their centrality measures
• Multilayer overlaps and correlations in the bank-firm credit network of Spain
• Financial and Macroeconomic Connectedness
• Common risk factors in the returns on stocks and bonds
• Network Analysis

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