Systemic risk contagion in FX market: A frequency connectedness and network analysis

Onur Polat

doi:10.1111/boer.12197

Systemic risk contagion in FX market: A frequency connectedness and network analysis

Bulletin of Economic Research ◽

10.1111/boer.12197 ◽

2019 ◽

Vol 71 (4) ◽

pp. 585-598 ◽

Cited By ~ 3

Author(s):

Onur Polat

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Fx Market

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Systemic risk and macro-financial contagion in China: financial balance sheet-based network analysis

Journal of the Asia Pacific Economy ◽

10.1080/13547860.2021.1928407 ◽

2021 ◽

pp. 1-34

Author(s):

Lixin Sun

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Balance Sheet ◽

Financial Contagion ◽

Financial Balance

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Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3314658 ◽

2019 ◽

Cited By ~ 1

Author(s):

Aparna Gupta ◽

Yueliang Lu ◽

Runzu Wang

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Convertible Debt ◽

Contingent Convertible Debt

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Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax

IMF Working Papers ◽

10.5089/9781475577501.001 ◽

2012 ◽

Vol 12 (282) ◽

pp. 1 ◽

Cited By ~ 39

Author(s):

Sheri M. Markose ◽

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Financial Derivatives

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네트워크를 통해 분석한 국내 금융기관간 상호연계성 연구- 외환위기와 글로벌금융위기를 중심으로-(Measuring the Systemic Risk in the Korean Financial Institution Using Network Analysis)

SSRN Electronic Journal ◽

10.2139/ssrn.3411407 ◽

2019 ◽

Author(s):

Jeonghun Mun ◽

Soosung Hwang

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Financial Institution

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Addressing systemic risk using contingent convertible debt – A network analysis

European Journal of Operational Research ◽

10.1016/j.ejor.2020.07.062 ◽

2021 ◽

Vol 290 (1) ◽

pp. 263-277

Author(s):

Aparna Gupta ◽

Runzu Wang ◽

Yueliang Lu

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Convertible Debt ◽

Contingent Convertible Debt

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Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax

SSRN Electronic Journal ◽

10.2139/ssrn.2199301 ◽

2012 ◽

Author(s):

Sheri M. Markose

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Financial Derivatives

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It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector

SSRN Electronic Journal ◽

10.2139/ssrn.2622304 ◽

2015 ◽

Author(s):

Rob Nicholls ◽

M. Scott Donald ◽

Kevin Liu

Keyword(s):

Social Network ◽

Social Network Analysis ◽

Network Analysis ◽

Systemic Risk ◽

Small World

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Notice of Retraction: Banking systemic risk in China: Based on interbank network analysis

2011 International Conference on E-Business and E-Government (ICEE) ◽

10.1109/icebeg.2011.5882787 ◽

2011 ◽

Author(s):

Gao GuoHua

Keyword(s):

Network Analysis ◽

Systemic Risk

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Social Network Analysis and Big Data tools applied to the Systemic Risk supervision

International Journal of Interactive Multimedia and Artificial Intelligence ◽

10.9781/ijimai.2016.365 ◽

2016 ◽

Vol 3 (6) ◽

pp. 34 ◽

Cited By ~ 6

Author(s):

Mari-Carmen Mochón

Keyword(s):

Big Data ◽

Social Network ◽

Social Network Analysis ◽

Network Analysis ◽

Systemic Risk ◽

Risk Supervision

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Measuring the Systemic Risk in the Korean Financial Institution Using Network Analysis

Financial Stability Studies ◽

10.26588/kdic.2019.20.1.002 ◽

2019 ◽

Vol 20 (1) ◽

pp. 51-101

Author(s):

문정훈 ◽

황수성

Keyword(s):

Network Analysis ◽

Systemic Risk ◽

Financial Institution

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