3
H index
3
i10 index
215
Citations
University of Cambridge | 3 H index 3 i10 index 215 Citations RESEARCH PRODUCTION: 2 Articles 1 Papers RESEARCH ACTIVITY: 6 years (2010 - 2016). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pra436 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ali Rais Shaghaghi. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Your skin or mine: Ensuring the viability of a central counterparty. (2023). Varadi, Kata ; Friesz, Melinda. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000791. Full description at Econpapers || Download paper |
2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper |
2023 | The network origins of aggregate fluctuations: A demand-side approach. (2023). Citera, Emanuele ; Setterfield, Mark ; Suresh, Shyam Gouri. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:111-123. Full description at Econpapers || Download paper |
2023 | Central Clearing and Systemic Liquidity Risk. (2023). Prono, Todd ; Paulson, Anna ; Nesmith, Travis D ; King, Thomas B. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:3. Full description at Econpapers || Download paper |
2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
2023 | The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets. (2023). Rotundo, Giulia ; Cerqueti, Roy. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00364-7. Full description at Econpapers || Download paper |
2023 | Multiplex network analysis of the UK over?the?counter derivatives market. (2019). Ferrara, Gerardo ; Bianconi, Ginestra ; Bardoscia, Marco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1520-1544. Full description at Econpapers || Download paper |
2023 | Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks In: Working Papers. [Full Text][Citation analysis] | paper | 46 |
2016 | CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 22 |
2012 | ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 147 |
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