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Default cascades and systemic risk on different interbank network topologies
Scholtes, Nicolas K. - In: The journal of network theory in finance 5 (2019) 1, pp. 1-46
Persistent link: https://www.econbiz.de/10012133015
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Identifying complex core-periphery structures in the interbank market
Carreño, José; Cifuentes, Rodrigo - In: The journal of network theory in finance 3 (2017) 4, pp. 49-75
Persistent link: https://www.econbiz.de/10012005420
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Networks and lending conditions : empirical evidence from the Swiss franc money markets
Schumacher, Silvio - In: The journal of network theory in finance 3 (2017) 2, pp. 69-101
Persistent link: https://www.econbiz.de/10011730888
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Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis
Kojaku, Sadamori; Cimini, Giulio; Caldarelli, Guido; … - In: The journal of network theory in finance 4 (2018) 3, pp. 33-51
Persistent link: https://www.econbiz.de/10012055894
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How the interbank market becomes systemically dangerous : an agent-based network model of financial distress propagation
Serri, Matteo; Caldarelli, Guido; Cimini, Giulio - In: The journal of network theory in finance 3 (2017) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10011668581