Partially overlapping ownership and contagion in financial networks

DOI10.1155/2017/9895632zbMath1377.93150OpenAlexW2767506878MaRDI QIDQ1687393

Yuanying Guan, Micah Pollak

Publication date: 3 January 2018

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/9895632

zbMATH Keywords

financial networks

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Overlapping portfolios, contagion, and financial stability
• Emergence of a core-periphery structure in a simple dynamic model of the interbank market
• The formation of a core-periphery structure in heterogeneous financial networks
• Contagion in financial networks
• Directed scale-free graphs
• Network topology of the interbank market
• CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS

This page was built for publication: Partially overlapping ownership and contagion in financial networks