An optimization view of financial systemic risk modeling : network effect and market liquidity effect
Year of publication: |
September October 2016
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Authors: | Chen, Nan ; Liu, Xin ; Yao, David D. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1089-1108
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Subject: | systemic risk | financial network | contagion | market liquidity | Systemrisiko | Systemic risk | Liquidität | Liquidity | Ansteckungseffekt | Contagion effect | Theorie | Theory | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity | Netzwerkökonomik | Network economics | Unternehmensnetzwerk | Business network | Bankenkrise | Banking crisis | Marktliquidität | Market liquidity |
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