Systemic Risk and Centrality Revisited:The Role of Interactions
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- Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited: The Role of Interactions," Working Papers 2019:4, Lund University, Department of Economics.
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More about this item
Keywords
systemic risk; network centrality; loan syndication; ∆CoVaR; quantile regression;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2020-04-27 (Network Economics)
- NEP-RMG-2020-04-27 (Risk Management)
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