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This paper constructs a triple network to study the systemic risk, which includes the interbank market network, the bank-asset bipartite network, and the asset ...
The model and analysis method of this paper provides a framework for the quantitative research of systemic risk and provides a decision-making basis for ...
Research on systemic risk in a triple network. May 2023; Communications in ... This study probes systemic risk implications of leverage heterogeneity in banking ...
Feb 3, 2022 · Secondly, we examine the way how the three typical financial networks jointly affect the systemic risk by deriving the analytical form of the ...
This research paper adds to the existing research in systemic risk by specifically applying network models to a non-traditional insurance industry that ...
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Research on systemic risk in a triple network. https://doi.org/10.1016/j.cnsns.2023.107306 ·. Journal: Communications in Nonlinear Science and Numerical ...
Sep 6, 2022 · Research on systemic risk based on multi-layer financial networks is relatively scarce, and studies usually focus on only one type of risk.
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In this paper, we study systemic risk propagation by exploring the dynamic mechanism of financial contagion among Eurozone countries.
This paper develops a model of the multi-layer financial network system based on three types of links: firm-bank credit, asset-bank portfolio, and interbank ...
Feb 17, 2022 · This study proposes a dynamic topic network (DTN) approach that combines topic modelling and network analysis to assess systemic risk in financial markets.
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