The effect of the interbank network structure on contagion and common shocks
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More about this item
Keywords
systemic risk; contagion; common shocks; multi-agent simulations;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2011-12-13 (Banking)
- NEP-CBA-2011-12-13 (Central Banking)
- NEP-CMP-2011-12-13 (Computational Economics)
- NEP-MON-2011-12-13 (Monetary Economics)
- NEP-NET-2011-12-13 (Network Economics)
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