Endogenous banks' networks, cascades and systemic risk
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DOI: 10.2139/ssrn.2235520
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Cited by:
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More about this item
Keywords
Network formation; tâtonnement; contagion;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-01-17 (Banking)
- NEP-NET-2014-01-17 (Network Economics)
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