Financial contagion with spillover effects: a multiplex network approach
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More about this item
Keywordsmultiplex networks; financial contagion; spillover effects; financial regulation; systemic risk; simulations;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-IFN-2017-04-02 (International Finance)
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