A network analysis of global banking: 1978–2010

Minoiu, Camelia; Reyes, Javier A.

doi:10.1016/j.jfs.2013.03.001

Cited by 259 publications

(104 citation statements)

References 39 publications

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“…For example, Minoiu and Reyes (2013) study characteristics of the network structure of the global banking network and find that connectivity is relatively volatile with decreasing degrees of interconnectedness during and in the aftermath of systemic banking or sovereign debt crises. Their focus is, however, on descriptive statistics of network measures and the effect of characteristics of the network composition on stability is rarely analyzed in the international banking literature.…”

Section: Introductionmentioning

confidence: 99%

Cross-border interbank networks, banking risk and contagion

Tonzer

2015

Journal of Financial Stability

113

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Section: Introductionmentioning

confidence: 99%

Cross-border interbank networks, banking risk and contagion

Tonzer

2015

Journal of Financial Stability

113

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“…The financial links are formed between different financial institutions on a different bases. These ties can be informational (the diffusion of knowledge), social (friendship), economic (trade or investment relationships), or political (membership in common organizations, allies) (Oatley et al, 2011). Different links are undoubtedly interrelated as well, but due to complexity of analysis usually one type of links is chosen for analysis in financial research.…”

Section: Network Theory and Its Application In Financementioning

confidence: 99%

International financial network characteristics as the measure of financial integration

Lydeka¹,

Gaigalienė²

2013

AESR

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“…For our study, social and cultural links in addition to trade relationships might be important for currency management that could be reflected in our quantitative analysis. Another relevant aspect of connectedness is based on the study of crossborder banking flow [4] where the connectedness in 2007 was found not to be extraordinary but rather comparable to earlier peaks. This finding suggests that other factors, rather than the connectedness of the cross-border capital flow, contributed to the severity of the 2008 crisis.…”

Section: Introductionmentioning

confidence: 99%

Interdependencies and Causalities in Coupled Financial Networks

et al. 2014

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We explore the foreign exchange and stock market networks for 48 countries from 1999 to 2012 and propose a model, based on complex Hilbert principal component analysis, for extracting significant lead-lag relationships between these markets. The global set of countries, including large and small countries in Europe, the Americas, Asia, and the Middle East, is contrasted with the limited scopes of targets, e.g., G5, G7 or the emerging Asian countries, adopted by previous works. We construct a coupled synchronization network, perform community analysis, and identify formation of four distinct network communities that are relatively stable over time. In addition to investigating the entire period, we divide the time period into into "mild crisis," (1999-2002), "calm," (2003-2006) and "severe crisis" (2007-2012) sub-periods and find that the severe crisis period behavior dominates the dynamics in the foreign exchange-equity synchronization network. We observe that in general the foreign exchange market has predictive power for the global stock market performances. In addition, the United States, German and Mexican markets have forecasting power for the performances of other global equity markets.

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A network analysis of global banking: 1978–2010

Cited by 259 publications

References 39 publications

Cross-border interbank networks, banking risk and contagion

Cross-border interbank networks, banking risk and contagion

International financial network characteristics as the measure of financial integration

Interdependencies and Causalities in Coupled Financial Networks

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