Auflistung nach JEL-Klassifizierung "C67"

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    • Input-Output-Based Measures of Systemic Importance 

      Aldasoro, Iñaki; Angeloni, Ignazio (2013-08-01)
      The analyses of intersectoral linkages of Leontief (1941) and Hirschman (1958) provide a natural way to study the transmission of risk among interconnected banks and to measure their systemic importance. In this paper we ...

    • Multiplex interbank networks and systemic importance: An application to European data 

      Aldasoro, Iñaki; Alves, Iván (2015-05-01)
      Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures ...