The formation of a core-periphery structure in heterogeneous financial networks

DOI10.1016/j.jedc.2020.103972zbMath1475.91388OpenAlexW2105758776MaRDI QIDQ2246716

Daan in 't Veld, Marco van der Leij, Cars H. Hommes

Publication date: 16 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103972

zbMATH Keywords

interbank marketover-the-counter marketsfinancial networksnetwork formation modelscore-periphery structure

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (5)

Partially overlapping ownership and contagion in financial networks ⋮ Multivariate stress scenario selection in interbank networks ⋮ Connectivity, centralisation and `robustness-yet-fragility' of interbank networks ⋮ The emergence of a core-periphery structure in evolving multilayer network ⋮ Contagion in networks: stability and efficiency

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