Input–output-based measures of systemic importance

DOI10.1080/14697688.2014.968194zbMath1398.91700OpenAlexW3123135820MaRDI QIDQ4683017

Iñaki Aldasoro, Ignazio Angeloni

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2014.968194

zbMATH Keywords

networkssystemic riskinterbank marketsinput-outputtoo-interconnected-to-fail

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (3)

Contagion accounting in stress-testing ⋮ A MULTILAYER VIEW OF SYSTEMIC IMPORTANCE AND AGGREGATE FLUCTUATIONS ⋮ Diversification and systemic risk in the banking system

Cites Work

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• The Network Origins of Aggregate Fluctuations
• Emergence of Scaling in Random Networks
• Input-Output Analysis
• Who's Who in Networks. Wanted: The Key Player
• Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models
• On the Structure of Linear Models

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