Systemic risk and dynamics of contagion: a duplex inter-bank network
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Publication:4555152
DOI10.1080/14697688.2016.1274046zbMath1402.91981OpenAlexW2612752083MaRDI QIDQ4555152
Liyan Han, Ding Ding, Libo Yin
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1274046
complex networkssystemic riskliquidity shockdefault shockduplex banking networksdynamics of contagion
Related Items (5)
Bank multiplex networks and systemic risk ⋮ Risk contagion caused by interactions between credit and guarantee networks ⋮ Multilayer interbank networks and systemic risk propagation: evidence from China ⋮ Double-layer network model of bank-enterprise counterparty credit risk contagion ⋮ Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
Cites Work
- Bounded synchronization of a heterogeneous complex switched network
- Network models and financial stability
- Emergence of Scaling in Random Networks
- Systemic Risk in Financial Systems
- Spreading dynamics in complex networks
- Contagion in financial networks
- Network topology of the interbank market
- Filling in the blanks: network structure and interbank contagion
- The multiplex structure of interbank networks
- Collective dynamics of ‘small-world’ networks
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