Showing 1 - 10 of 5,143
some specific effects (of network) initiates processes of positive feedback, meaning that any initial difference in the …
Persistent link: https://www.econbiz.de/10010860004
We implement a novel method to detect systemically important financial institutions in a network. The method consists …'s capital on its contribution to systemic risk in the network is considerably larger when interconnectedness is high (good times …
Persistent link: https://www.econbiz.de/10011112050
We study a model where agents, located in a social network, decide whether to exert effort or not in experimenting with … network depends on properties of the connectivity distribution. …
Persistent link: https://www.econbiz.de/10005168436
migrants form social links among them and the extent to which this network provides them with material support along three …
Persistent link: https://www.econbiz.de/10010959753
migrants form social links among them and the extent to which this network provides them material support along three different …
Persistent link: https://www.econbiz.de/10010734629
In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The … sum of the contagion-induced losses when considering the network layers individually. In addition, a bank “systemic … importance” measure based on the multi-layered network model is developed and is shown to outperform standard network centrality …
Persistent link: https://www.econbiz.de/10010905573
for a more profound approach of the analytical aspects of the network-type models. We thus identify the elements of a … financial network which bestow upon it its character if specificity, such as knots, instruments, operations, interconnections …, interactions, determinants and flows. We also identify some defining characteristics of the financial network, such as its …
Persistent link: https://www.econbiz.de/10010937864
among agents in an a social network that exhibits segregation or homophily (the tendency of agents to associate with others …
Persistent link: https://www.econbiz.de/10010927693
among agents in an a social network that exhibits segregation or homophily (the tendency of agents to associate with others …
Persistent link: https://www.econbiz.de/10009644865
A financial network model, where the coded identity of the counterparties of every trade is known, is applied to both … financial crisis by using various network investigation tools such as links, interconnectivity, and reciprocity. In addition, we …
Persistent link: https://www.econbiz.de/10008694011