These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

114 related articles for article (PubMed ID: 33558573)

  • 1. Systemic stress test model for shared portfolio networks.
    Vodenska I; Dehmamy N; Becker AP; Buldyrev SV; Havlin S
    Sci Rep; 2021 Feb; 11(1):3358. PubMed ID: 33558573
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Systemic Risk Analysis of Multi-Layer Financial Network System Based on Multiple Interconnections between Banks, Firms, and Assets.
    Gao Q
    Entropy (Basel); 2022 Sep; 24(9):. PubMed ID: 36141138
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks.
    Squartini T; Almog A; Caldarelli G; van Lelyveld I; Garlaschelli D; Cimini G
    Phys Rev E; 2017 Sep; 96(3-1):032315. PubMed ID: 29347051
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Statistically validated network of portfolio overlaps and systemic risk.
    Gualdi S; Cimini G; Primicerio K; Di Clemente R; Challet D
    Sci Rep; 2016 Dec; 6():39467. PubMed ID: 28000764
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review.
    Yang X; Zhao X; Gong X; Yang X; Huang C
    Entropy (Basel); 2020 May; 22(5):. PubMed ID: 33286360
    [TBL] [Abstract][Full Text] [Related]  

  • 6. A dynamic approach merging network theory and credit risk techniques to assess systemic risk in financial networks.
    Petrone D; Latora V
    Sci Rep; 2018 Apr; 8(1):5561. PubMed ID: 29615684
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation.
    Poledna S; Hinteregger A; Thurner S
    Entropy (Basel); 2018 Oct; 20(10):. PubMed ID: 33265880
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Cascading failures in bi-partite graphs: model for systemic risk propagation.
    Huang X; Vodenska I; Havlin S; Stanley HE
    Sci Rep; 2013; 3():1219. PubMed ID: 23386974
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Transmission of the Greek crisis on the sovereign debt markets in the euro area.
    Kchaou O; Bellalah M; Tahi S
    Ann Oper Res; 2022; 313(2):1117-1139. PubMed ID: 34840394
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Does intangible assets affect the financial performance and policy of commercial banks' in the emerging market?
    Abebe Zelalem B; Ali Abebe A
    PLoS One; 2022; 17(8):e0272018. PubMed ID: 36006901
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Identifying the systemically important banks of Turkey with the CoVaR method.
    Civan Z; Simsek GG; Akay EC
    Heliyon; 2020 Sep; 6(9):e04790. PubMed ID: 32939413
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Credit Default Swaps networks and systemic risk.
    Puliga M; Caldarelli G; Battiston S
    Sci Rep; 2014 Nov; 4():6822. PubMed ID: 25366654
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Shadow Banks and the Collateral Multiplier.
    Michl T; Park HW
    East Econ J; 2023; 49(2):156-175. PubMed ID: 35872805
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Structure and dynamics of financial networks by feature ranking method.
    Rakib MI; Nobi A; Lee JW
    Sci Rep; 2021 Sep; 11(1):17618. PubMed ID: 34475512
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Controlling systemic risk: Network structures that minimize it and node properties to calculate it.
    Krause SM; Štefančić H; Caldarelli G; Zlatić V
    Phys Rev E; 2021 Apr; 103(4-1):042304. PubMed ID: 34005874
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Reverse stress testing interbank networks.
    Grigat D; Caccioli F
    Sci Rep; 2017 Nov; 7(1):15616. PubMed ID: 29142251
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Early-warning signals of topological collapse in interbank networks.
    Squartini T; van Lelyveld I; Garlaschelli D
    Sci Rep; 2013 Nov; 3():3357. PubMed ID: 24285089
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Financial and trade relationships between the Eurozone and China in the age of resilience.
    Del Ponte A; Canofari P; De Dominicis A
    Asia Eur J; 2021; 19(4):489-506. PubMed ID: 34099960
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Entangling Credit and Funding Shocks in Interbank Markets.
    Cimini G; Serri M
    PLoS One; 2016; 11(8):e0161642. PubMed ID: 27560513
    [TBL] [Abstract][Full Text] [Related]  

  • 20. An AI approach for managing financial systemic risk via bank bailouts by taxpayers.
    Petrone D; Rodosthenous N; Latora V
    Nat Commun; 2022 Nov; 13(1):6815. PubMed ID: 36396640
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 6.