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Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - 2009

Persistent link: https://www.econbiz.de/10003925085

Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1121-1141

Persistent link: https://www.econbiz.de/10009634277

The financial accelerator in an evolving credit network

Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, … - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1627-1650

Persistent link: https://www.econbiz.de/10009125844

Credit chains and bankruptcy propagation in production networks

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of economic dynamics & control 31 (2007) 6, pp. 2061-2084

Persistent link: https://www.econbiz.de/10003487864

Business flutucations and bankruptcy avalanches in an evolving network economy

Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, … - In: Journal of economic interaction and coordination : JEIC 4 (2009) 2, pp. 195-212

Persistent link: https://www.econbiz.de/10003891822

Liaisons Dangereuses : Increasing Connectivity, Risk Sharing, and Systemic Risk

Battiston, Stefano - 2010

We characterize the evolution over time of a network of credit relations among financial agents as a system of coupled stochastic processes. Each process describes the dynamics of individual financial robustness, while the coupling results from a network of liabilities among agents. The average...

Persistent link: https://www.econbiz.de/10013149415