Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue

DOI10.1080/14697688.2020.1802054zbMath1479.91432OpenAlexW3084053609MaRDI QIDQ5014206

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Publication date: 1 December 2021

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

Full work available at URL: https://doi.org/10.1080/14697688.2020.1802054

zbMATH Keywords

rescuecontagionsystemic riskportfolio overlappingliability network

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

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