Intermediaries' substitutability and financial network resilience: a hyperstructure approach
From MaRDI portal
Publication:6094472
DOI10.1016/j.jedc.2023.104700OpenAlexW4382363905MaRDI QIDQ6094472
Olivier Accominotti, Stefano Ugolini, Delio Lucena-Piquero
Publication date: 14 September 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104700
Cites Work
- Unnamed Item
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Networks beyond pairwise interactions: structure and dynamics
- A network analysis of the Italian overnight money market
- \textit{Post-mortem} examination of the international financial network
- Networked relationships in the e-MID interbank market: a trading model with memory
- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- A dynamic network model of the unsecured interbank lending market
- The role of bank relationships in the interbank market
- Systemic Risk in Financial Systems
- Contagion in financial networks
- HYPERSTRUCTURES, A NEW APPROACH TO COMPLEX SYSTEMS
- The Structure and Function of Complex Networks
- Network topology of the interbank market
- Does financial connectedness predict crises?
This page was built for publication: Intermediaries' substitutability and financial network resilience: a hyperstructure approach