Pages that link to "Item:Q1656782"
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The following pages link to A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782):
Displayed 9 items.
- Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (Q2137655) (← links)
- Double-layer network model of bank-enterprise counterparty credit risk contagion (Q2221641) (← links)
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
- Multilayer overlaps and correlations in the bank-firm credit network of Spain (Q5120727) (← links)
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach (Q6094472) (← links)
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
- TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION (Q6203297) (← links)