Diffusion of defaults among financial institutions

DOI10.1007/978-88-470-2553-0_1MaRDI QIDQ4687367zbMATHOpenAlexFDO

Authors Gabrielle Demange

Publication date 11 October 2018

Published in Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-88-470-2553-0_1

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 6474901 (Why is no real title available?)
• scientific article; zbMATH DE number 5485445 (Why is no real title available?)
• A new status index derived from sociometric analysis
• Contagion in financial networks
• Log-concave probability and its applications
• Risk assessment for banking systems
• Systemic risk in financial systems

Cited in

(2)

• Bank default indicators with volatility clustering
• An adaptive dynamical model of default contagion

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