Network models of financial systemic risk: a review
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DOI: 10.1007/s42001-017-0008-3
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- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Papers 1710.11512, arXiv.org.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
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More about this item
Keywords
Financial networks; Systemic risk; Contagion; Clearing algorithm; Overlapping portfolio; Interbank markets;Statistics
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