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In this paper, we investigate how contagion risk is affected by bank activities in four types of interbank network structures, that is, random, small-world, scale-free and tiered networks. We vary the key parameters that define bank activities in the interbank market — including the size of...
Persistent link: https://www.econbiz.de/10011010833
This paper develops an analytical model of contagion risk in banking systems with tiered structure. It explores the respective effects of banking network structure and bank activity on contagion risk in banking network evolution. The findings suggest that increasing interbank connections is...
Persistent link: https://www.econbiz.de/10009366045
This work introduces a network model of an interbank market based on interbank credit lending relationships. It generates some network features identified through empirical analysis. The critical issue to construct an interbank network is to decide the edges among banks, which is realized in...
Persistent link: https://www.econbiz.de/10010589451
Field observations and analog models show that cross-basin faults play a key role in the evolution of pull-apart basins and dominate the distribution of earthquake rupture in basin areas. We studied the long-term history of large earthquakes on a cross-basin fault to reveal its behavior in...
Persistent link: https://www.econbiz.de/10010995828
Persistent link: https://www.econbiz.de/10008342067
The combustion and emissions of n-butanol/biodiesel dual-fuel injection were investigated on a diesel engine based on experiments and simulations. n-Butanol was injected into the intake port, while soybean biodiesel was directly injected into the cylinder. Three different premixed ratios (rp)...
Persistent link: https://www.econbiz.de/10011054656