Research database

NOTE: The research database has moved to fna.fi/library/. This page is no longer updated.

 

The Financial Networks Research Database is a curated collection of papers that focus on empirical and theoretical research on financial networks. You can sort entries by clicking the columns and search for any words in the title, authors or publication fields. If you have a paper to add, please use the Submit Research form. All entries are checked and approved before becoming visible.

Entries for Financial Networks Research Database

Displaying 1 - 20 of 105 1 2 3 4 5 6
Title Author(s) Publication Year Link to paper Data used in paper
Resilience to Contagion in Financial Networks Amini, Cont, Minca   2011 papers.ssrn.co...  
A framework for analyzing contagion in banking networks T. R. Hurd, James P. Gleeson working paper 2011 www.math.mcmas...  
Systemic risk in banking networks without Monte Carlo simulation James Gleeson ;T. R. Hurd; Sergey Melnik; Adam Hackett to appear in "Social Networks", Ed. E. Kranakis, Springer Verlag. 2012 www.ul.ie/glee...  
A Network-Based Analysis of Over-the-Counter Markets Michael Gofman Working paper 2011 mywebspace.wis...  
Mapping Change in the Federal Funds Market Morten L. Bech, Carl T. Bergstrom, Rodney J. Garratt, and Martin Rosvall FRBNY Staff Reports 2011 www.newyorkfed...  
Stock Market Synchronicity and the Global Trade Network: A Random-Walk Approach Amat Adarov, Raja Kali and Javier Reyes   2009 www.freit.org/...  
The Influence of Corporate Networks on Firm Firm Performance in Bovespa Wesley Mendes-Da-Silva Brazilian Finance Review 2008 bibliotecadigi...  
Small World of Board Members in Brazilian Capital Market Wesley Mendes-Da-Silva   2010 ssrn.com/abstr...  
Are Networks Priced? Network Topology and Systemic Risk in High Liquidity Markets Cohen-Cole, Ethan; Andrei A. Kirilenko and Eleonora Patacchini   2010 papers.ssrn.co...  
Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data Chapman, James T. E. and Yinan Zhang Bank of Canada Working Paper 2010-13 2010 www.bankofcana...  
Robustness and Contagion in the International Financial Network Tilman Dette, Scott Pauls and Daniel N. Rockmore arXiv:1104.4249v1 [q-fin.GN] 21 Apr 2011 2011 arxiv.org/pdf/...  
The geographical composition of national external balance sheets: 1980–2005 Chris Kubelec and Filipa Sá Bank of England Working Paper No 384 2010 www.bankofengl...  
Bilateral Financial Linkages and Global Imbalances: a View on The Eve of the Financial Crisis Gian Maria Milesi-Ferretti, Francesco Strobbe, and Natalia Tamirisa IMF Working Paper WP/10/257 2010 www.imf.org/ex...  
European Financial Linkages: A New Look at Imbalances Claire Waysand, Kevin Ross, John de Guzman IMF Working Paper WP/10/295 2010 www.imf.org/ex...  
Macro-prudential Regulation from the Perspective of the Financial Network: Empirical Analysis Based on the Data from Payment and Settlement System in China Yandong Jia Working Paper of the People`s Bank of China 2011 en.cnki.com.cn...  
Financial Connections and Systemic Risk Allen, Franklin; Ana Babus and Elena Carletti NBER Working Paper No. 16177 2010 www.anababus.n...  
Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks Sheri Markose ,Simone Giansante,Mateusz Gatkowski and Ali Rais Shaghaghi University of Essex ,Department of Economics Working Paper No. 683 2010 www.essex.ac.u...  
A network analysis of global banking:1978-2009 Camelia Minoiu; Javier A. Reyes IMF Working Paper No. 11/74 2011 www.imf.org/ex...  
Complex stock trading network among investors Zhi-Qiang Jiang, Wei-Xing Zhou Physica A, 389, 4929-4941 (http://dx.doi.org/10.1016/j.physa.2010.07.024) 2010 arxiv.org/abs/...  
Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area Castrén, Olli and Ilja Kavonius ECB Working Paper No. 1124 2009 www.ecb.int/pu...  
Title Author(s) Publication Year Link to paper Data used in paper
Displaying 1 - 20 of 105 1 2 3 4 5 6


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