Auflistung LIF-SAFE Working Papers nach JEL-Klassifizierung "C67"
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Input-Output-Based Measures of Systemic Importance
(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
(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 ...