Connectedness of Markets with Heterogeneous Agents and the Information Cascades

DOI10.1007/978-981-33-6656-5_18zbMath1470.91313OpenAlexW3168809293MaRDI QIDQ5012230

Aditya Chourasiya, Avijit Ghosh, Abhijeet Chandra, Lakshay Bansal

Publication date: 31 August 2021

Published in: Applied Advanced Analytics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-33-6656-5_18

zbMATH Keywords

network theoryinterconnectednessfinancial systemsripple effects

Mathematics Subject Classification ID

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

Cites Work

• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Economic Networks: The New Challenges
• Risk Assessment for Banking Systems

This page was built for publication: Connectedness of Markets with Heterogeneous Agents and the Information Cascades