Partially overlapping ownership and contagion in financial networks

DOI10.1155/2017/9895632MaRDI QIDQ1687393zbMATH OpenOpenAlexFDO

Authors Micah Pollak, Yuanying Guan

Publication date 3 January 2018

Published in Complexity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/9895632

zbMATH Keywords

financial networks

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Stochastic systems in control theory (general) (93E03)

Recommendations

• Overlapping portfolios, contagion, and financial stability
• Analysis of financial contagion based on overlapping portfolios
• Contagion risk in endogenous financial networks
• Contagion in financial systems: a Bayesian network approach

Cites work

• CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS
• Contagion in financial networks
• Directed scale-free graphs
• Emergence of a core-periphery structure in a simple dynamic model of the interbank market
• Network topology of the interbank market
• Overlapping portfolios, contagion, and financial stability
• The formation of a core-periphery structure in heterogeneous financial networks

Cited in

(2)

• Shareholding Networks and Centrality: An Application to the Italian Financial Market
• Overlapping portfolios, contagion, and financial stability

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