Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China's Banking Industry

Q Zhao, Z Wang, Y Song - Computational Economics, 2024 - Springer
The extreme risks of banks not only cause losses to themselves but also bring external risks
to other financial institutions. Current research mainly focuses on the one-way risk spillover …

A probe into the status of global countries' trade positions in the global value chain (GVC)-based on value added trade perspective and network modeling

FF Said, M Fang - European Journal of Sustainable Development, 2019 - ecsdev.org
This study is concentrated on measuring the global value chain (GVC) using value added
trade based on the network topology of bilateral trade specifically for 62 global economies …

Credit risk linkages in the international banking network, 2000–2019

M Stolbov, D Parfenov - Risk Management, 2023 - Springer
We estimate the evolution of credit risk linkages in an international banking network of 46
advanced and emerging market economies between January 2000 and December 2019. In …

A probe into the status of the oil palm sector in the Malaysian value chain

FF Said, SNA Syed Roslan, MAS Zaidi, MR Yaakub - Economies, 2021 - mdpi.com
A ban on palm oil imports by the European Union has become a problematic issue,
especially for palm oil producers' countries. Oil palm has been widely used in many sub …

[PDF][PDF] A network analysis of Malaysian economic sectors

FF SAID, SNURAS ROSLAN - Journal of Sustainability Science …, 2022 - jssm.umt.edu.my
Over the past 50 years, the Malaysian economy has seen many changes in line with its
economic policies. In the early 70s, the country's economic achievements were driven by the …

[PDF][PDF] Systemic Risk Analysis of Global Banking Systems: Basel III Regulatory Constraint.

FF SAID - International Journal of Economics & Management, 2018 - ijem.upm.edu.my
This article is particularly concentrated on measuring systemic risk based on network
topology of bilateral exposures and obligations specifically for the global banking systems in …

Essays on systemic risk and risk spillovers

Y Liu - 2017 - etheses.bham.ac.uk
This thesis studies the implications of risk spillover effects in the systemic risk regarding the
financial institutions and the financial system. We study the risk spillovers from sovereign …