Multichannel contagion and systemic stabilisation strategies in interconnected financial markets

DOI10.1080/14697688.2017.1357973zbMath1402.91992OpenAlexW2756049632MaRDI QIDQ4555190

Louisa Chen, Antoaneta Sergueiva, Venkata L. Raju Chinthalapati, Thanos Verousis

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://gala.gre.ac.uk/id/eprint/19907/7/19907%20CHINTHALAPATI_Multichannel_Contagion_and_Systemic_Stabilisation_2017.pdf

zbMATH Keywords

systemic riskinterconnected multiplexmultichannel contagion mechanismmultiple-market stabilisation strategiessystemic resilience

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)

Cites Work

• The multiplex structure of interbank networks
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