Network models and financial stability

Systemic risk is a key concern for central banks charged with safeguarding overall financial stability. In this paper we investigate how systemic risk is affected by the structure of the financial system. We construct banking systems that are composed of a number of banks that are connected by inter...

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Bibliographic details
Volume: 31
Main Author: Nier, Erlend
Yang, Jing
Yorulmazer, Tanju
Alentorn, Amadeo
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 2007
ELSEVIER
Elsevier
published in: Journal of economic dynamics & control Vol. 31; no. 6; pp. 2033 - 2060
Data of publication: 2007
ISSN: 0165-1889
1879-1743
EISSN: 1879-1743
Discipline: Economics
Series: Journal of Economic Dynamics and Control
Subjects:
C63
C90
G28
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2007
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