Systemic risk and dynamics of contagion: a duplex inter-bank network
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Publication:4555152
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Cites work
- Bounded synchronization of a heterogeneous complex switched network
- Collective dynamics of `small-world' networks
- Contagion in financial networks
- Emergence of Scaling in Random Networks
- Filling in the blanks: network structure and interbank contagion
- Network models and financial stability
- Network topology of the interbank market
- Spreading dynamics in complex networks
- Systemic risk in financial systems
- The multiplex structure of interbank networks
Cited in
(19)- Bank multiplex networks and systemic risk
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
- Addressing systemic risk using contingent convertible debt -- a network analysis
- Multichannel contagion and systemic stabilisation strategies in interconnected financial markets
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Financial contagion in banking networks with community structure
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model
- Multilayer interbank networks and systemic risk propagation: evidence from China
- Modeling and mathematical analysis of liquidity risk contagion in the banking system
- Risk contagion caused by interactions between credit and guarantee networks
- Research on the contagion risk of dynamic China bank network system
- The stability of interbank market network: a perspective on contagion and risk sharing
- Research on systemic risk in a triple network
- Systemic risk through contagion in a core-periphery structured banking network
- Network topology and interbank credit risk
- Scaling the twin peaks: systemic risk and dual regulation
- Multi-channel contagion in dynamic interbank market network
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
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