A model of the topology of the bank -- firm credit network and its role as channel of contagion

DOI10.1016/j.jedc.2016.03.002zbMath1401.91412OpenAlexW2202813897MaRDI QIDQ1656782

Thomas C. H. Lux

Publication date: 10 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10234/160449

zbMATH Keywords

contagioncredit networkinterbank network

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites Work

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• ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE
• Laplace transforms, Mellin transforms and mixed poisson processes
• Mixed Poisson Distributions
• Network topology of the interbank market