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We consider a model of network interactions where the outcome of a unit depends on the outcomes of the connected units …. We determine the key network link, i.e., the network link whose removal results in the largest reduction in the aggregate … outcomes, and provide a measure that quantifies the contribution of a network link to the aggregate outcomes, which complements …
Persistent link: https://www.econbiz.de/10012805105
We consider a model of network interactions where the outcome of a unit depends on the outcomes of the connected units …. We determine the key network link, i.e., the network link whose removal results in the largest reduction in the aggregate … outcomes, and provide a measure that quantifies the contribution of a network link to the aggregate outcomes, which complements …
Persistent link: https://www.econbiz.de/10012806067
the perspective of financial network. This study constructs a tail risk network to present overall systemic risk of …
Persistent link: https://www.econbiz.de/10012929768
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