Intermediaries' substitutability and financial network resilience: a hyperstructure approach

DOI10.1016/J.JEDC.2023.104700MaRDI QIDQ6094472zbMATH OpenOpenAlexFDO

Authors Olivier Accominotti, Delio Lucena-Piquero, S. Ugolini

Publication date 14 September 2023

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2023.104700

zbMATH Keywords

hypergraphssystemic riskfinancial networkshyperstructuresintermediation chainsbills of exchange

Mathematics Subject Classification ID

Hypergraphs (05C65) Financial networks (including contagion, systemic risk, regulation) (91G45)

Recommendations

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Cites work

• A dynamic network model of the unsecured interbank lending market
• A model of the topology of the bank -- firm credit network and its role as channel of contagion
• A network analysis of the Italian overnight money market
• Complex networks. Structure, robustness and function.
• Contagion in financial networks
• Does financial connectedness predict crises?
• Hyperstructures, a new approach to complex systems
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Network topology of the interbank market
• Networked relationships in the e-MID interbank market: a trading model with memory
• Networks beyond pairwise interactions: structure and dynamics
• Systemic risk in financial systems
• The Structure and Function of Complex Networks
• The role of bank relationships in the interbank market
• \textit{Post-mortem} examination of the international financial network

Cited in

(1)

• Resilience to the financial crisis in customer-supplier networks

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