A model of the topology of the bank -- firm credit network and its role as channel of contagion
type: Item
instance of: scholarly article
title: A model of the topology of the bank -- firm credit network and its role as channel of contagion
zbMATH Open document ID: 1401.91412
publication date: 2018-08-10T00:00:00Z
full work available at URL: http://hdl.handle.net/10234/160449
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6916456
zbMATH Keywords: credit network
zbMATH Keywords: contagion
zbMATH Keywords: interbank network
author: Thomas C. H. Lux
MaRDI profile type: Publication
OpenAlex ID: W2202813897
cites work: Laplace transforms, Mellin transforms and mixed poisson processes
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cites work: ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE
cites work: Network models and financial stability
DOI: 10.1016/J.JEDC.2016.03.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916456