How is systemic risk amplified by three typical financial networks (Q2676166): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q844600
Property / author
 
Property / author: Shu-Shang Zhu / rank
Normal rank
 

Revision as of 06:56, 21 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
    0 references
    0 references
    27 September 2022
    0 references
    0 references
    systemic risk
    0 references
    inter-liability
    0 references
    share cross-holding
    0 references
    portfolio overlapping
    0 references
    contagion
    0 references