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2025-05-13

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cc-by (c) Marc Cortés Rufé et al., 2025
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/231058

Uncovering Systemic Risk in ASEAN Corporations: A Framework Based on Graph Theory and Hidden Models

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https://doi.org/10.3390/risks13050095

Resum

In the context of an ever-evolving global economy, ASEAN companies face dynamic systemic risk that reshapes their financial interrelationships. This study examines the transmission of these risks using advanced graph theory techniques, particularly the measurement of eigenvector centrality based on Euclidean distances, combined with a hidden model that incorporates macroeconomic variables, such as GDP. The research focuses on identifying critical nodes within the corporate network, evaluating their contagion potential—both in terms of reinforcing resilience and amplifying vulnerabilities—and analyzing the influence of external factors on the network’s structure and behavior. The findings offer an innovative framework for managing systemic risk and provide strategic guidelines for the formulation of economic policies in emerging ASEAN markets.

Matèries

Desenvolupament econòmic, Societats, Àsia

Matèries (anglès)

Economic development, Corporations, Asia

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Articles publicats en revistes (Empresa)

Citació

Marc Cortés Rufé, MARTI PIDELASERRA, Jordi and KINDELÁN AMORRICH, Cecilia. Uncovering Systemic Risk in ASEAN Corporations: A Framework Based on Graph Theory and Hidden Models. Risks. 2025. Vol. 13, num. 5, pags. 95. ISSN 2227-9091. [consulted: 10 of September of 2026]. Available at: https://hdl.handle.net/2445/231058

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