Network Theory and Financial Risk (2nd edition)
First published:
ISBN: 978-1-78272-432-2
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References
References
Preface
Acknowledgements
An introduction to financial networks
Creating and describing networks
Identifying important nodes: Centrality metrics
Uncovering latent structure: Clustering and community detection
Finding hidden links: Projection networks
Estimating unknown links: Network reconstruction
Fast insights: Visualising networks
Financial cartography: Network layouts
Brass tacks: Complexity reduction
Financial stability and systemic risk
Design and simulation of financial market infrastructures
Monitoring and stress testing financial market infrastructures
Financial crime and conduct risk
Financial markets
References
Akerlof, G., 1970, “The Market for Lemons: Quality Uncertainty and the Market Mechanism”, Quarterly Journal of Economics, 84, pp 488–500.
Alba, R.D., 1973, “A Graph-theoretic Definition of a Sociometric Clique”, Journal of Mathematical Sociology, 3, pp 113–26.
Aldasoro, I., J. Frost, L. Gambacorta and D. Whyte, 2021, “Covid-19 and Cyber Risk in the Financial Sector”, BIS Bulletin No. 37, January.
Allen, F. and A. Babus, 2009, “Networks in Finance”, in P. R. Kleindofer and Y. Wind (Eds), The Network Challenge: Strategy, Profit, and Risk in an Interlinked World (Upper Saddle River, NJ: Wharton School Publishing).
Alves, I., S. Ferrari, P. Franchini, J. Heam, P. Jurca, S. Langfield, S. Laviola, F. Liedorp, A. Sánchez, S. Tavolaro and G. Vuillemey, 2013, “The Structure and Resilience of the European Interbank Market”, ESRB, Occasional Paper 3.
Anand, K., B. Craig and G. von Peter, 2014, “Filling in the Blanks: Inter-bank Linkages and Systemic Risk”, BIS, Working Paper 455.
Anand, K., I. van Lelyveld, A. Banai, S. Friedrich, R. Garratt, G. Halaj, B. Howell, I. Hansen, S. Martínez Jaramillo, H. Lee, J. Molina-Borboa, S. Nobili, S., Rajan, D. Salakhova, T. Christiano
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