Cascades in real interbank markets
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Keywordsinterbank loan Networks; systemic risk; cascades; null models;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G01 - Financial Economics - - General - - - Financial Crises
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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