Multilayer overlaps and correlations in the bank-firm credit network of Spain

DOI10.1080/14697688.2019.1620318zbMath1441.91082OpenAlexW2900878918WikidataQ127542015 ScholiaQ127542015MaRDI QIDQ5120727

Duc Thi Luu, Thomas C. H. Lux

Publication date: 16 September 2020

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

Full work available at URL: http://hdl.handle.net/10419/174871

zbMATH Keywords

correlationsmultilayer networkoverlapsmultiplexitybank-firm credit network

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Credit risk (91G40)

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