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Financial network linkages to predict economic output

https://doi.org/10.1016/j.frl.2019.06.004
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Bounds testing approaches to the analysis of level relationships
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Centrality in social networks conceptual clarification
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Network topology and systemic risk: Evidence from the Euro Stoxx market
inferredcites →https://doi.org/10.1016/j.frl.2018.04.008openalex-snapshot
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
inferredcites →https://doi.org/10.1016/j.jeconom.2014.04.012openalex-snapshot
On the network topology of variance decompositions: Measuring the connectedness of financial firms
inferredcites →https://doi.org/10.1016/j.jeconom.2016.02.013openalex-snapshot
TENET: Tail-Event driven NETwork risk
inferredcites →https://doi.org/10.1016/j.jfineco.2011.12.010openalex-snapshot
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
inferredcites →https://doi.org/10.1016/j.jfineco.2016.01.010openalex-snapshot
Systemic risk and the macroeconomy: An empirical evaluation
inferredcites →https://doi.org/10.1016/j.physa.2018.06.035openalex-snapshot
A return spillover network perspective analysis of Chinese financial institutions’ systemic importance
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Default Cascades in Complex Networks: Topology and Systemic Risk
inferredcites →https://doi.org/10.1081/etc-200040785openalex-snapshot
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
inferredcites →https://doi.org/10.1093/rfs/hhs094openalex-snapshot
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
inferredcites →https://doi.org/10.1093/rof/rfu010openalex-snapshot
Financial Network Systemic Risk Contributions
inferredcites →https://doi.org/10.1111/jofi.12684openalex-snapshot
Networks in Production: Asset Pricing Implications
inferredcites →https://doi.org/10.1162/qjec.2008.123.1.359openalex-snapshot
Systemic Crises and Growth*
inferredcites →https://doi.org/10.1257/aer.20130456openalex-snapshot
Systemic Risk and Stability in Financial Networks
inferredcites →https://doi.org/10.2139/ssrn.1921334openalex-snapshot
The Reciprocal Relationship between Systemic Risk and Real Economic Activity

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Financial contagion and volatility spillover financial stock market: The statistical review of literature
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Financial networks and systemic risk in China's banking system
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A study of interconnections and contagion among Chinese financial institutions using a Δ CoV aR network
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Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102408openalex-snapshot
The extreme risk connectedness of the new financial system: European evidence
inferred← citeshttps://doi.org/10.1016/j.najef.2020.101248openalex-snapshot
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
inferred← citeshttps://doi.org/10.1016/j.najef.2024.102151openalex-snapshot
Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach
inferred← citeshttps://doi.org/10.1016/j.najef.2024.102355openalex-snapshot
International extreme sovereign risk connectedness: Network structure and roles
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Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach
inferred← citeshttps://doi.org/10.1080/00036846.2024.2393893openalex-snapshot
Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets
inferred← citeshttps://doi.org/10.1080/1540496x.2022.2128668openalex-snapshot
Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
inferred← citeshttps://doi.org/10.1108/k-06-2023-1001openalex-snapshot
Research on the tail risk contagion in the international commodity market on the China's financial market: based on a network perspective
inferred← citeshttps://doi.org/10.2139/ssrn.4906977openalex-snapshot
Inter-Industry Risk Spillover Networks for Systemic Risk Warning: Evidence from Gated Graph Neural Networks
inferred← citeshttps://doi.org/10.29313/mimbar.v37i2.8021openalex-snapshot
Dynamic Financial Market Integration: A Path to Sustainable Growth
inferred← citeshttps://doi.org/10.3846/tede.2022.16500openalex-snapshot
NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION
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A Burst Bubble In Financial Stock Market Causes Financial Contagion And Volatility Spillover: A Statistical Overview
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Risks and Vulnerabilities in the U.S. Bond Mutual Fund Industry
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