How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations

DOI10.1007/978-88-470-2553-0_5zbMath1397.91612OpenAlexW5377496MaRDI QIDQ4687370

Maximilian Thess, Sitabhra Sinha, Sheri Markose

Publication date: 11 October 2018

Published in: Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-88-470-2553-0_5

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Uses Software

• PageRank

Cites Work

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• A network analysis of the Italian overnight money market
• An Arnoldi-type algorithm for computing Page Rank
• Emergence of Scaling in Random Networks
• Economic Networks: The New Challenges
• Contagion in financial networks
• Network topology of the interbank market
• Collective dynamics of ‘small-world’ networks
• Networks

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