Series: IMF Working Papers
Author(s): Yevgeniya Korniyenko , Manasa Patnam , Rita Maria del Rio-Chanon , and Mason Porter
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 15 May 2018
Keywords: Spillovers, Financial contagion, International financial markets, network analysis, Neural Networks and Related Topics, International Lending and Debt Problems, International Policy Coordination and Transmission, Globalization: Finance
This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network framework is applied to link debt and equity exposures across countries. Use of...