A flow network analysis of direct balance-sheet contagion in financial networks

DOI10.1016/j.jedc.2019.04.007zbMath1418.91628OpenAlexW2124803259WikidataQ128023251 ScholiaQ128023251MaRDI QIDQ2002655

Mario Eboli

Publication date: 12 July 2019

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

Full work available at URL: http://hdl.handle.net/10419/78710

zbMATH Keywords

systemic riskfinancial contagionflow networkfinancial networks

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Related Items (3)

Paths and flows for centrality measures in networks ⋮ Connectivity, centralisation and `robustness-yet-fragility' of interbank networks ⋮ Associated credit risk contagion with incubatory period: a network-based perspective

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian learning in social networks.
• Core and periphery in networks
• A strategic model of social and economic networks
• Properties of the Vacancy Statistic in the Discrete Circle Covering Problem
• Systemic Risk in Financial Systems
• Bank Runs, Deposit Insurance, and Liquidity
• A Noncooperative Model of Network Formation
• Liquidity Flows in Interbank Networks*
• Network topology of the interbank market
• Generalized Reduced-Form Auctions: A Network-Flow Approach

This page was built for publication: A flow network analysis of direct balance-sheet contagion in financial networks