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Persistent link: https://www.econbiz.de/10012202569
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We develop a dynamic network model whose links are governed by banks' optimizing decisions and by an endogenous … assess the evolution of the network configuration under various prudential policy regimes, to measure banks' contribution to …
Persistent link: https://www.econbiz.de/10010226001
that the completely connected network is stable, although, its exact structure, and thus contagion implications, is …
Persistent link: https://www.econbiz.de/10012944880
Persistent link: https://www.econbiz.de/10013279917
We develop a network model whose links are governed by banks' optmizing decisions and by an endogenous tâtonnement … evolution of the network configuration under various prudential policy regimes, to measure banks' contribution to systemic risk …
Persistent link: https://www.econbiz.de/10012061026
Persistent link: https://www.econbiz.de/10012019709
that the completely connected network is stable, although, its exact structure, and thus contagion implications, is …
Persistent link: https://www.econbiz.de/10011735929
that the completely connected network is stable, although, its exact structure, and thus contagion implications, is …
Persistent link: https://www.econbiz.de/10011737578