The effects of climate change‐related risks on banks: A literature review

O de Bandt, LC Kuntz, N Pankratz… - Journal of Economic …, 2024 - Wiley Online Library
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 …

Future directions in international financial integration research-A crowdsourced perspective

BM Lucey, SA Vigne, L Ballester, L Barbopoulos… - International Review of …, 2018 - Elsevier
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 …

Financial cycles with heterogeneous intermediaries

N Coimbra, H Rey - Review of Economic Studies, 2024 - academic.oup.com
We develop a dynamic macroeconomic model with heterogeneous financial intermediaries
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 …

Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks

X Zhang, Q Fu, L Lu, Q Wang, S Zhang - Journal of Financial Stability, 2021 - Elsevier
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 …

Energy price shocks and stabilization policies in the MATRIX model

E Turco, D Bazzana, M Rizzati, E Ciola, S Vergalli - Energy Policy, 2023 - Elsevier
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 …

Complex network construction of Internet finance risk

R Xu, C Mi, R Mierzwiak, R Meng - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
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 …

Interbank deposits and bank systemic risk

Y Liu, M Sadiq, F Wen, Z Cao - International Review of Financial Analysis, 2024 - Elsevier
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 …

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 …

What is the minimal systemic risk in financial exposure networks?

C Diem, A Pichler, S Thurner - Journal of Economic Dynamics and Control, 2020 - Elsevier
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 …