Measurement And Internalization Of Systemic Risk In A Global Banking Network
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DOI: 10.1142/S0129183112500933
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References listed on IDEAS
- Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007.
"Banking System Stability. A Cross-Atlantic Perspective,"
NBER Chapters, in: The Risks of Financial Institutions, pages 133-188,
National Bureau of Economic Research, Inc.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 527, European Central Bank.
- Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005. "Banking System Stability: A Cross-Atlantic Perspective," NBER Working Papers 11698, National Bureau of Economic Research, Inc.
- De Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic risk: A survey,"
Working Paper Series
35, European Central Bank.
- de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
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Cited by:
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- Wang, Lei & Li, Shouwei & Chen, Tingqiang, 2019. "Investor behavior, information disclosure strategy and counterparty credit risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 37-49.
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Keywords
Systemic risk; measurement; epidemic spreading model; complex system; SV; 89.65.-s; 89.75.Hc; 87.23.Ge;All these keywords.
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