Inhomogeneous financial networks and contagious links
DOI10.1287/OPRE.2016.1540zbMATH Open1378.91131OpenAlexW3121253705MaRDI QIDQ3178760FDOQ3178760
Authors: Hamed Amini, Andreea Minca 
Publication date: 20 December 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01081559/file/amini_minca%20%281%29.pdf
Recommendations
phase transitionscomplex networkssystemic risksharp thresholdfinancial stabilityinhomogeneous random graphdefault contagioninterbank network
Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Credit risk (91G40) Stochastic network models in operations research (90B15) Actuarial science and mathematical finance (91G99)
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Cited In (30)
- Optimal connectivity for a large financial network
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