When does low interconnectivity cause systemic risk?

DOI10.1080/14697688.2015.1043331zbMath1398.91718OpenAlexW1269967310MaRDI QIDQ4683110

Taylan Yenilmez, Burak Saltoglu

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1043331

zbMATH Keywords

financial distresscomplexity in financeapplied finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Actuarial science and mathematical finance (91G99)

Related Items (1)

Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness

Uses Software

• Pajek

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Diffusion and cascading behavior in random networks
• A network analysis of the Italian overnight money market
• Network models and financial stability
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
• Network topology of the interbank market
• Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks

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