Constructing banking networks under decreasing costs of link formation
From MaRDI portal
Publication:2127361
DOI10.1007/S10287-021-00393-WOpenAlexW3180294891MaRDI QIDQ2127361FDOQ2127361
Ben Craig, Dietmar G. Maringer, Sandra Paterlini
Publication date: 20 April 2022
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-021-00393-w
Recommendations
- The dynamics of interbank networks
- Modelling the emergence of the interbank networks
- An equilibrium model of interbank networks based on variational inequalities
- scientific article; zbMATH DE number 7366532
- The multiplex structure of interbank networks
- Modeling the two-power-law degree distribution of banking networks
- Robust and sparse banking network estimation
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks
- Filling in the blanks: network structure and interbank contagion
Cites Work
- Optimization by Simulated Annealing
- Network topology of the interbank market
- Filling in the blanks: network structure and interbank contagion
- Modelling the emergence of the interbank networks
- Networked relationships in the e-MID interbank market: a trading model with memory
- Bootstrapping topological properties and systemic risk of complex networks using the fitness model
- Reconstruction methods for networks: the case of economic and financial systems
- The role of bank relationships in the interbank market
- Systemic risk mitigation in financial networks
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market
- Assessing interbank contagion using simulated networks
- A dynamic network model of the unsecured interbank lending market
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
- Numerical Methods and Optimization in Finance
Uses Software
This page was built for publication: Constructing banking networks under decreasing costs of link formation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2127361)
