Bargigli, Leonardo; Gallegati, Mauro - In: Economics - The Open-Access, Open-Assessment E-Journal 7 (2013), pp. 1-39
this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … comfort both from simulations and from real data on the possibility to apply community detection methods to credit markets …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek …