期刊论文

Cao, J

英文

Applied Economics Letters

1350-4851

2024

16

10.1080/13504851.2024.2305244

This work is supported by the National Natural Science Foundation of China (72101035), Excellent Youth Foundation of Educational Committee of Hunan Provincial (21B0339), the Science and Technology Innovation Program of Hunan Province (No. 2023RC1060), and Changsha University of Science & Technology Graduate Student “Practical Innovation and Entrepreneurship Enhancement Program” Project (CLSJCX23109).

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Systemic risk is one of the main concerns for banks charged with maintaining overall financial stability. This paper adopts the minimum density method to construct an interbank lending network for European banks and examines how the network structure affects systemic risk. The result reveals that banks positioned at the core of the network exhibit higher levels of systemic risk. Moreover, we find that banks with higher network centrality can show larger systemic risk during times of distress. We demonstrate the robustness of our results by addressing potential endogeneity in the model, replaci...