"Too interconnected to fail" financial network of US CDS market : topological fragility and systemic risk
Year of publication: |
2012
|
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Authors: | Markose, Sheri M. ; Giansante, Simone ; Shaghaghi, Ali Rais |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 627-646
|
Subject: | Credit default swaps | Financial networks | Eigenvector centrality | Financial contagion | Systemic risk | Super-spreader tax | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Systemrisiko | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Unternehmensnetzwerk | Business network | Welt | World | Kreditrisiko | Credit risk |
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