LI, SHOUWEI; HE, JIANMIN - In: Advances in Complex Systems (ACS) 15 (2012) su, pp. 1250086-1
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...