Network topology and interbank credit risk
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Publication:508318
DOI10.1016/J.CHAOS.2015.11.044zbMATH Open1415.91301OpenAlexW2199421376MaRDI QIDQ508318FDOQ508318
Authors: Juan Carlos González-Avella, Vanessa Hoffmann de Quadros, José Roberto Iglesias 
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2015.11.044
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Cites Work
- Power-law distributions in empirical data
- Directed scale-free graphs
- Emergence of Scaling in Random Networks
- Systemic Risk in Financial Systems
- Risk Assessment for Banking Systems
- Network topology of the interbank market
- Network models and financial stability
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Contagion and risk-sharing on the inter-bank market
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
Cited In (16)
- Network topology of the interbank market
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets
- Disturbances and complexity in volatility time series
- Media coverage and investor scare behavior diffusion
- Bank multiplex networks and systemic risk
- Network models and financial stability
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Multiplex networks of the guarantee market: evidence from China
- Investor behavior, information disclosure strategy and counterparty credit risk contagion
- The multiplex structure of interbank networks
- Dynamic credit default swap curves in a network topology
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL
- The influence of risk attitude on credit risk contagion -- perspective of information dissemination
- Complexity in quantitative finance and economics
- Risk trading, network topology and banking regulation
- Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory
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