Results 51 to 60 of about 10,294,418 (372)
Financial Contagion in Networks [PDF]
, 2016 This chapter provides an introduction to the literature on financial contagion in networks. We aim to do this by focusing on a limited number of papers in some formal detail, trying to illustrate their analogies and differences as much as possible within a common framework.
Cabrales, A, Gottardi, P, Gale, DM
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Commodity and Financial Networks in Regional Economics [PDF]
, 2015 The article discusses the relationship between commodity-production and financial network structures in the regional economy as dual conjugate systems.
Berg, D. B. +3 more
core +1 more source
Elimination of systemic risk in financial networks by means of a systemic risk transaction tax [PDF]
, 2016 Financial markets are exposed to systemic risk (SR), the risk that a major fraction of the system ceases to function, and collapses. It has recently become possible to quantify SR in terms of underlying financial networks where nodes represent financial ...
Poledna, Sebastian, Thurner, Stefan
core +2 more sources
On global stability of financial networks [PDF]
Journal of Complex Networks, 2014 arXiv admin note: text overlap with arXiv:1112.5687 by other authors. Prior title for this article was "Contagion in Financial Networks: Measure, Evaluation and Implications"
Bhaskar DasGupta, Lakshmi Kaligounder
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A Perspective on Correlation-Based Financial Networks and Entropy Measures [PDF]
Frontiers of Physics, 2020 In this mini-review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock prices ...
Vishwas Kukreti +3 more
semanticscholar +1 more source
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution
Risks, 2019 We propose a statistical measure, based on correlation networks, to evaluate the systemic risk that could arise from the resolution of a failing or likely-to-fail financial institution, under three alternative scenarios: liquidation, private ...
Paolo Giudici, Laura Parisi
doaj +1 more source
Cogent Social Sciences, 2023 The study designed to identify the influence of artificial intelligence on the efficiency of Accounting Information Systems (AIS) in the Jordanian industial companies, where the descriptive analytical approach was used.
Mohammad Motasem Alrfai +5 more
doaj +1 more source
The Leaders, the Laggers, and the “Vulnerables”
Risks, 2020 We examine the lead-lag effect between the large and the small capitalization financial institutions by constructing two global weekly rebalanced indices.
Veni Arakelian, Shatha Qamhieh Hashem
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Technological and Economic Development of Economy, 2022 Security against systemic financial risks is the main theme for financial stability regulation. As modern financial markets are highly interconnected and complex networks, their network resilience is an important indicator of the ability of the ...
Gang Kou +3 more
doaj +1 more source
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
openaire +4 more sources