How is systemic risk amplified by three typical financial networks (Q2676166)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How is systemic risk amplified by three typical financial networks |
scientific article |
Statements
How is systemic risk amplified by three typical financial networks (English)
0 references
27 September 2022
0 references
systemic risk
0 references
inter-liability
0 references
share cross-holding
0 references
portfolio overlapping
0 references
contagion
0 references
0 references
0 references
0 references
0 references