scholarly journals Transmission Channels of Systemic Risk and Contagion in the European Financial Network

2014 ◽  
Author(s):  
Nikos Paltalidis ◽  
Dimitrios Gounopoulos ◽  
Renatas Kizys ◽  
Yiannis Koutelidakis
Keyword(s):  
Systemic Risk ◽  
Financial Network ◽  
Transmission Channels

scholarly journals Transmission channels of systemic risk and contagion in the European financial network

2015 ◽  
Vol 61 ◽  
pp. S36-S52 ◽  
Author(s):  
Nikos Paltalidis ◽  
Dimitrios Gounopoulos ◽  
Renatas Kizys ◽  
Yiannis Koutelidakis
Keyword(s):  
Systemic Risk ◽  
Financial Network ◽  
Transmission Channels

scholarly journals Diversification and Systemic Risk: A Financial Network Perspective

Risks ◽  
2018 ◽  
Vol 6 (2) ◽  
pp. 54 ◽  
Author(s):  
Rüdiger Frey ◽  
Juraj Hledik
Keyword(s):  
Systemic Risk ◽  
Financial Network

scholarly journals The Founding of the Federal Reserve, the Great Depression, and the Evolution of the U.S. Interbank Network

2019 ◽  
Vol 80 (1) ◽  
pp. 69-99 ◽  
Author(s):  
Matthew Jaremski ◽  
David C. Wheelock
Keyword(s):  
Great Depression ◽  
Federal Reserve ◽  
Systemic Risk ◽  
Important Determinant ◽  
Survival Rates ◽  
Financial Network ◽  
The Great Depression ◽  
Key Events ◽  
The U.S ◽  
Over Time

Financial network structure is an important determinant of systemic risk. This article examines how the U.S. interbank network evolved over a long and important period that included two key events: the founding of the Federal Reserve and the Great Depression. Banks established connections to correspondents that joined the Federal Reserve in cities with Fed offices, initially reducing overall network concentration. The network became even more focused on Fed cities during the Depression, as survival rates were higher for banks with more existing connections to Fed cities, and as survivors established new connections to those cities over time.

A financial network perspective of financial institutions’ systemic risk contributions

2016 ◽  
Vol 456 ◽  
pp. 183-196 ◽  
Author(s):  
Wei-Qiang Huang ◽  
Xin-Tian Zhuang ◽  
Shuang Yao ◽  
Stan Uryasev
Keyword(s):  
Financial Institutions ◽  
Systemic Risk ◽  
Financial Network

scholarly journals Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic

2021 ◽  
Author(s):  
Mike K. P. So ◽  
Lupe S. H. Chan ◽  
Amanda M. Y. Chu
Keyword(s):  
Financial Markets ◽  
Systemic Risk ◽  
World Economy ◽  
Network Density ◽  
Portfolio Risk ◽  
Huge Number ◽  
Financial Network ◽  
Rolling Window ◽  
Causality Tests ◽  
Network Connectedness

AbstractThe COVID-19 pandemic causes a huge number of infections. The outbreak of COVID-19 has not only caused substantial healthcare impacts, but also affected the world economy and financial markets. In this paper, we study the effect of the COVID-19 pandemic on financial market connectedness and systemic risk. Specifically, we test dynamically whether the network density of pandemic networks constructed by the number of COVID-19 confirmed cases is a leading indicator of the financial network density and portfolio risk. Using rolling-window Granger-causality tests, we find strong evidence that the pandemic network density leads the financial network density and portfolio risk from February to April 2020. The findings suggest that the COVID-19 pandemic may exert significant impact on the systemic risk in financial markets.

scholarly journals Measuring systemic risk and contagion in the European financial network

2021 ◽  
Author(s):  
Laleh Tafakori ◽  
Armin Pourkhanali ◽  
Riccardo Rastelli
Keyword(s):  
Systemic Risk ◽  
Financial Network
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