Towards a credit network based early warning indicator for crises

DOI10.1016/J.JEDC.2014.08.011zbMATH Open1402.91940OpenAlexW3125965761MaRDI QIDQ1623965FDOQ1623965

Mauro Gallegati, Antonio Palestrini, Ermanno Catullo

Publication date: 15 November 2018

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

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

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zbMATH Keywords

heterogeneityleverageeconomic crisisagent based modelcredit network

Mathematics Subject Classification ID

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

Cites Work

• A Rational Route to Randomness
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Does financial connectedness predict crises?
• Title not available (Why is that?)
• The financial accelerator in an evolving credit network
• Leveraged network-based financial accelerator

Cited In (6)

• Measuring the covariance risk of consumer debt portfolios
• Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data
• Guarantee network model and risk contagion
• Evaluating systemic risk using bank default probabilities in financial networks
• TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION
• Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution

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