Criticality in a model of banking crises

DOI10.1016/S0378-4371(01)00297-7zbMath0974.91015arXivcond-mat/0104080MaRDI QIDQ5947881

Saqib Jafarey, Giulia Iori

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0104080

zbMATH Keywords

avalanche effectsinterbank lending

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

A network analysis of the Italian overnight money market

Cites Work

• Bank Runs, Deposit Insurance, and Liquidity

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