Contagion and risk-sharing on the inter-bank market
type: Item
instance of: scholarly article
title: Contagion and risk-sharing on the inter-bank market
zbMATH Open document ID: 1402.91850
author: Daniel Ladley
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6970208
zbMATH Keywords: systemic risk
zbMATH Keywords: inter-bank lending
zbMATH Keywords: contagion
zbMATH Keywords: regulation
zbMATH Keywords: network
MaRDI profile type: Publication
full work available at URL: j.jedc.2013.03.009
OpenAlex ID: W1999150911
cites work: Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
cites work: Credit Risk in a Network Economy
cites work: Systemic Risk in Financial Systems
cites work: Risk Assessment for Banking Systems
cites work: Contagion in financial networks
cites work: Credit contagion and aggregate losses
cites work: A network analysis of the Italian overnight money market
cites work: A model of financial fragility
cites work: Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
cites work: Network models and financial stability
DOI: 10.1016/J.JEDC.2013.03.009
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970208