Systemic risk and dynamics of contagion: a duplex inter-bank network
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Publication:4555152
DOI10.1080/14697688.2016.1274046zbMATH Open1402.91981OpenAlexW2612752083MaRDI QIDQ4555152FDOQ4555152
Li Yan 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
Cites Work
- Emergence of Scaling in Random Networks
- Collective dynamics of ‘small-world’ networks
- Bounded synchronization of a heterogeneous complex switched network
- Systemic Risk in Financial Systems
- Network topology of the interbank market
- Filling in the blanks: network structure and interbank contagion
- Network models and financial stability
- Contagion in financial networks
- The multiplex structure of interbank networks
- Spreading dynamics in complex networks
Cited In (9)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- Scaling the twin peaks: systemic risk and dual regulation
- Risk contagion caused by interactions between credit and guarantee networks
- Multilayer interbank networks and systemic risk propagation: evidence from China
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
- Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
- Bank multiplex networks and systemic risk
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Modeling and mathematical analysis of liquidity risk contagion in the banking system
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