Oh, Gabjin; Kim, Ho-yong; Ahn, Seok-Won; Kwak, Wooseop - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 464-469
The risk that is created by nonlinear interactions among subjects in economic systems is assumed to increase during an abnormal state of a financial market. Nevertheless, investigating the systemic risk in financial markets following the global financial crisis is not sufficient. In this paper,...
