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Multilayer Financial Complex Networks and Their Applications
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:
Li, Xuerong
;
Xu, Xiaoyue
;
Liu, Jiaqi
;
Dong, Jichang
;
Lu, Jinhu
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
Couplings
Complex networks
Biological system modeling
Banking
Entropy
Analytical models
Urban areas
Financial networks
maximum entropy approach
multi-layer networks
risk contagion
spillover effects
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:
Guo, Xiaochun
;
Lu, Fengbin
;
Wei, Yunjie
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2022/04/02
Bitcoin
COVID-19
Contagion
DAG
Financial market risk
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects
期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:
Xu, Guoxiang
;
Gao, Wangfeng
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
risk contagion
stock market
nonlinear causality test
Markov state transition
dynamic Copula
financial sustainability
Research on Trade Credit Spreading and Credit Risk within the Supply Chain
期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: Vol.18 No.1, 页码: 389-411
作者:
Qian, Qian
;
Yang, Yang
;
Zhou, Zong-Fang
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/17
Trade credit
credit risk
contagion
supply chain
Stackelberg game
Financial networks and systemic risk in China's banking system
期刊论文
Finance Research Letters, 2019
作者:
Sun L.
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Balance sheets
China's banking system
Financial contagion
Interbank networks
Systemic risk
Financial contagion in a core-periphery interbank network
期刊论文
European Journal of Finance, 2019
作者:
Sui P.
;
Tanna S.
;
Zhou D.
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/11
Banks
contagion
core-periphery
interbank network
systemic risk
Research on Trade Credit Spreading and Credit Risk within the Supply Chain
期刊论文
International Journal of Information Technology & Decision Making, 2019, 卷号: Vol.18 No.1, 页码: 389-411
作者:
Qian Qian
;
Yang Yang
;
Zong-Fang Zhou
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/17
Trade
credit
credit
risk
contagion
supply
chain
Stackelberg
game
Optimization in curbing risk contagion among financial institutes
期刊论文
AUTOMATICA, 2018, 卷号: 94, 页码: 214-220
作者:
Ye, Xiang-Shen
;
Xue, Ruo-Bing
;
Gao, Jianjun
;
Cao, Xi-Ren
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Direct-comparison based optimization
Discrete event systems
Perturbation analysis
Financial network
Markov decision problems
Risk contagion
Policy iteration
Sensitivity
Efficient Simulation of Clustering Jumps with CIR Intensity
期刊论文
OPERATIONS RESEARCH, 2017, 卷号: 65, 期号: 6, 页码: 1494-1515
作者:
Dassios, Angelos
;
Zhao, Hongbiao
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
contagion risk
jump clustering
stochastic intensity model
self-exciting point process
self-exciting point process with CIR intensity
Hawkes process
CIR process
square-root process
exact simulation
Monte Carlo simulation
portfolio risk
An Iterative Approach to Reduce Systemic Risk among Financial Institutes
会议论文
作者:
Ye, Xiang-Shen
;
Xue, Ruo-Bing
;
Gao, Jian-Jun
;
Cao, Xi-Ren
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Direct-comparison based optimization
discrete event systems
financial network
Markov decision problems
risk contagion
policy iteration
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