Transmission of distress in a bank credit network
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References listed on IDEAS
- Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
- Soramäki, Kimmo & Bech, Morten L. & Arnold, Jeffrey & Glass, Robert J. & Beyeler, Walter E., 2007. "The topology of interbank payment flows," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 317-333.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-02 (All new papers)
- NEP-BAN-2012-05-02 (Banking)
- NEP-CMP-2012-05-02 (Computational Economics)
- NEP-NET-2012-05-02 (Network Economics)
- NEP-RMG-2012-05-02 (Risk Management)
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