CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS

DOI10.1142/S0219525916500016MaRDI QIDQ6121961zbMATH OpenFDO

Authors Yuanying Guan, Micah Pollak

Publication date 27 March 2024

Published in Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219525916500016

zbMATH Keywords

contagionfinancial crisisnetwork modelssystemic risk

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Collective dynamics of `small-world' networks
• Contagion in financial networks
• Directed scale-free graphs
• Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
• scientific article; zbMATH DE number 3168330 (Why is no real title available?)
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Network models and financial stability
• Network topology of the interbank market
• Renormalization group analysis of the small-world network model
• Simulating weighted, directed small-world networks
• Statistical mechanics of complex networks
• To bail-out or to bail-in? Answers from an agent-based model

Cited in

(1)

• Partially overlapping ownership and contagion in financial networks

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