Portfolio diversification and systemic risk in interbank networks
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Publication:1655687
DOI10.1016/j.jedc.2017.01.013zbMath1401.91598OpenAlexW2592424858MaRDI QIDQ1655687
Paolo Tasca, Stefano Battiston, Andrea Deghi
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/3732957
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Related Items (2)
Research on systemic risk in a triple network ⋮ Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
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