The effects of climate change‐related risks on banks: A literature review
This literature review describes the recent empirical literature in economics and finance
focusing on how climate change‐related risks affect banks, with a particular emphasis on …
focusing on how climate change‐related risks affect banks, with a particular emphasis on …
Future directions in international financial integration research-A crowdsourced perspective
This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …
future direction of international finance. The authors are researchers in financial economics …
Financial cycles with heterogeneous intermediaries
We develop a dynamic macroeconomic model with heterogeneous financial intermediaries
and endogenous entry. Time-varying endogenous macroeconomic risk arises from the risk …
and endogenous entry. Time-varying endogenous macroeconomic risk arises from the risk …
Too interconnected to fail: A survey of the interbank networks literature
AC Hüser - 2015 - papers.ssrn.com
The banking system is highly interconnected and these connections can be conveniently
represented as an interbank network. This survey presents a systematic overview of the …
represented as an interbank network. This survey presents a systematic overview of the …
Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks
We examine the impact of bank liquidity creation on systemic risk and its heterogeneous
impact over the network connectedness. We find that excessive liquidity creation increases …
impact over the network connectedness. We find that excessive liquidity creation increases …
Energy price shocks and stabilization policies in the MATRIX model
The recent surge in energy prices in Europe has prompted governments to introduce policy
measures to support households and businesses. This paper uses the MATRIX model, a …
measures to support households and businesses. This paper uses the MATRIX model, a …
Complex network construction of Internet finance risk
Internet finance is a new financial model that applies Internet technology to payment, capital
borrowing, and lending and transaction processing. In order to study the internal risks, this …
borrowing, and lending and transaction processing. In order to study the internal risks, this …
Interbank deposits and bank systemic risk
We examine the comprehensive causal impact of interbank deposits on bank systemic risk
by using an international sample of Group of Twenty (G20) listed banks. Using the global …
by using an international sample of Group of Twenty (G20) listed banks. Using the global …
Idiosyncratic volatility, network centrality, and stock returns
S Akarsu - Borsa Istanbul Review, 2023 - Elsevier
To study interconnectedness in the stock market and examine the impact of network
centrality on stock returns, this study constructs a network of Turkish stocks based on …
centrality on stock returns, this study constructs a network of Turkish stocks based on …
What is the minimal systemic risk in financial exposure networks?
We quantify how much systemic risk can be eliminated in financial contract networks by
rearranging their network topology. By using mixed integer linear programming, financial …
rearranging their network topology. By using mixed integer linear programming, financial …