Filling in the blanks: network structure and interbank contagion

DOI10.1080/14697688.2014.968195zbMath1398.91701OpenAlexW2003670180MaRDI QIDQ4683022

Kartik Anand, Ben Craig, Goetz von Peter

Publication date: 19 September 2018

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

Full work available at URL: http://hdl.handle.net/10419/103038

zbMATH Keywords

entropy networks intermediation systemic risk interbank markets

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Actuarial science and mathematical finance (91G99)

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Cites Work

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