Towards a credit network based early warning indicator for crises

DOI10.1016/j.jedc.2014.08.011zbMath1402.91940OpenAlexW3125965761MaRDI QIDQ1623965

Mauro Gallegati, Antonio Palestrini, Ermanno Catullo

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.08.011

zbMATH Keywords

heterogeneityleverageeconomic crisisagent based modelcredit network

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Credit risk (91G40)

Related Items (5)

Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data ⋮ Evaluating systemic risk using bank default probabilities in financial networks ⋮ TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION ⋮ Measuring the covariance risk of consumer debt portfolios ⋮ Guarantee network model and risk contagion

Cites Work

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• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• The financial accelerator in an evolving credit network
• Leveraged network-based financial accelerator
• A Rational Route to Randomness
• Does financial connectedness predict crises?

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