Macro-networks: an application to the euro area financial accounts

Olli Castrén and Michela Rancan

No 1510, Working Paper Series from European Central Bank

Abstract: We use financial accounts data at sector level to construct financial networks for individual euro area countries. We then connect the country-level networks to one large JEL Classification: E44, F36, G01, G15, G21

Keywords: Balance sheet contagion; cross-border exposures; Financial crises; financial networks; interconnectedness (search for similar items in EconPapers)
Date: 2013-02
New Economics Papers: this item is included in nep-ban, nep-mac and nep-net
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Citations: View citations in EconPapers (11)

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Related works:
Journal Article: Macro-Networks: An application to euro area financial accounts (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20131510

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