Partially overlapping ownership and contagion in financial networks

DOI10.1155/2017/9895632zbMATH Open1377.93150OpenAlexW2767506878MaRDI QIDQ1687393FDOQ1687393

Authors: Micah Pollak, Yuanying Guan 

Publication date: 3 January 2018

Published in: Complexity (Search for Journal in Brave)

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

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
• Resilience to contagion in financial networks

zbMATH Keywords

financial networks

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

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

This page was built for publication: Partially overlapping ownership and contagion in financial networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1687393)