Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11403-019-00247-4.pdf
Reference58 articles.
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4. Babus A (2016) The formation of financial networks. RAND J Econ 47(2):239–272
5. Bardoscia M, Battiston S, Caccioli F, Caldarelli G (2015) DebtRank: a microscopic foundation for shock propagation. PloS ONE 10(6):e0130406
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