Portfolio diversification and systemic risk in interbank networks

Author:

Tasca Paolo,Battiston StefanoORCID,Deghi Andrea

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference40 articles.

1. Measuring the Financial Soundness of US Firms 1926–2012;Atkeson,2013

2. Credit default cascades: when does risk diversification increase stability?;Battiston;J. Financial Stab.,2012

3. Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk;Battiston;J. Econ. Dyn. Control,2012

4. Debtrank: Too central to fail? Financial networks, the fed and systemic risk;Battiston;Sci. Rep.,2012

5. Convergence of Probability Measures;Billingsley,1968

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