An endogenous model of the credit network
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DOI: 10.1016/j.physa.2015.08.028
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- Wang, Haibo, 2024. "Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Gaffeo Edoardo & Gobbi Lucio, 2021. "Achieving financial stability during a liquidity crisis: a multi-objective approach," Risk Management, Palgrave Macmillan, vol. 23(1), pages 48-74, June.
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"Interbank credit and the money manufacturing process: a systemic perspective on financial stability,"
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- Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
- Miaoyi Li & Xinyue Ye & Shanqi Zhang & Xiaoyong Tang & Zhenjiang Shen, 2018. "A framework of comparative urban trajectory analysis," Environment and Planning B, , vol. 45(3), pages 489-507, May.
- Jiang, Shanshan & Fan, Hong, 2018. "Credit risk contagion coupling with sentiment contagion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 186-202.
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- Chen, Tingqiang & Wang, Jiepeng & Liu, Haifei & He, Yuanping, 2019. "Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 458-480.
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Keywords
Credit network; Firm–bank network; Interfirm network; Interbank network; Firm size distribution; Degree distribution;All these keywords.
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