How is systemic risk amplified by three typical financial networks (Q2676166): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How is systemic risk amplified by three typical financial networks |
scientific article |
Statements
How is systemic risk amplified by three typical financial networks (English)
0 references
27 September 2022
0 references
systemic risk
0 references
inter-liability
0 references
share cross-holding
0 references
portfolio overlapping
0 references
contagion
0 references
