A structural model of interbank network formation and contagion
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More about this item
KeywordsContagion; systemic risk; interbank network; network formation;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2019-11-18 (Banking)
- NEP-CBA-2019-11-18 (Central Banking)
- NEP-FMK-2019-11-18 (Financial Markets)
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