Double cascade model of financial crises
Year of publication: |
August 2016
|
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Authors: | Hurd, T. R. ; Cellai, Davide ; Melnik, Sergey ; Shao, Quentin H. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 5, p. 1-27
|
Subject: | Systemic risk | banking network | contagion | random graph | default | funding liquidity | liquidity hoarding | Theorie | Theory | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Netzwerk | Network | Systemrisiko | Ansteckungseffekt | Contagion effect |
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