An equilibrium model of interbank networks based on variational inequalities

DOI10.1155/2013/175232zbMath1291.91247OpenAlexW2090736142WikidataQ58918814 ScholiaQ58918814MaRDI QIDQ2248410

Shouwei Li, Jian-min He

Publication date: 26 June 2014

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/175232

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Variational inequalities (49J40) Financial applications of other theories (91G80)

Cites Work

• On the computational complexity of measuring global stability of banking networks
• Financial networks with intermediation: risk management with variable weights
• A network analysis of the Italian overnight money market
• Network models and financial stability
• The Rise and Fall of Trust Networks
• Contagion in financial networks

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