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Hierarchical contagions in the interdependent financial network
Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: Journal of financial stability 61 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013460999
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Intercorporate default contagion from industry failures : stress testing on creditee linkage networks of China
Yang, Mingmin; Gao, Haoyu; Cao, Zhigang; Yang, Xiaoguang - In: Journal of financial engineering 1 (2014) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10010508075
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Friendship between banks : an application of an actor-oriented model of network formation on interbank credit relations
Finger, Karl; Lux, Thomas - 2014
This paper investigates the driving forces behind banks’ link formation in the interbank market by applying the stochastic actor oriented model (SAOM) developed in sociology. Our data consists of quarterly networks constructed from the transactions on an electronic platform (e-MID) over the...
Persistent link: https://www.econbiz.de/10010348301
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Friendship between banks : an application of an actor-oriented model of network formation on interbank credit relations
Finger, Karl; Lux, Thomas - 2014
This paper investigates the driving forces behind banks' link formation in the interbank market by applying the stochastic actor oriented model (SAOM) developed in sociology. Our data consists of quarterly networks constructed from the transactions on an electronic platform (e-MID) over the...
Persistent link: https://www.econbiz.de/10010406423
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Financial contagion in interbank network
Yao, Dengbao; Liu, Xiaoxing; Zhang, Xu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10011548342
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Bank contagion in general equilibrium
Ferrari, Massimo Minesso - 2020
In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework … the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and …
Persistent link: https://www.econbiz.de/10012241220
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Financial contagion in core-periphery networks and real economy
Chiba, Asako - In: Computational economics 55 (2020) 3, pp. 779-800
Persistent link: https://www.econbiz.de/10012223672
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Interbank contagion : an agent-based model approach to endogenously formed networks
Liu, Anqi; Paddrik, Mark; Yang, Steve Y.; Zhang, Xingjia - In: Journal of banking & finance 112 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012225232
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Financial contagion in inter-bank networks with overlapping portfolios
Shen, Peilong; Li, Zhinan - In: Journal of economic interaction and coordination 15 (2020) 4, pp. 845-865
Persistent link: https://www.econbiz.de/10012296988
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Resilience to contagion in financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 329-365
Persistent link: https://www.econbiz.de/10011577151