Towards a credit network based early warning indicator for crises

DOI10.1016/J.JEDC.2014.08.011MaRDI QIDQ1623965zbMATH OpenOpenAlexFDO

Authors Ermanno Catullo, Mauro Gallegati, Antonio Palestrini

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

zbMATH Keywords

heterogeneityleverageeconomic crisisagent based modelcredit network

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3521895 (Why is no real title available?)
• A Rational Route to Randomness
• Does financial connectedness predict crises?
• Leveraged network-based financial accelerator
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• The financial accelerator in an evolving credit network

Cited in

(15)

• Financial fragility and credit risk: a simulation model
• Does financial connectedness predict crises?
• Evaluating systemic risk using bank default probabilities in financial networks
• Measuring the covariance risk of consumer debt portfolios
• Leveraged network-based financial accelerator
• Macroeconomic dynamics of assets, leverage and trust
• TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION
• Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data
• Emergent dynamics of a macroeconomic agent based model with capital and credit
• Introduction special issue crises and complexity
• Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution
• Guarantee network model and risk contagion
• Stationarity, non-stationarity and early warning signals in economic networks
• Financial crisis dynamics: attempt to define a market instability indicator
• An interacting agent model of economic crisis

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