Complexity, concentration and contagion

Author:

Gai Prasanna,Haldane Andrew,Kapadia Sujit

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. Acharya, V., Gale, D., Yorulmazer, T. Rollover risk and market freezes. Journal of Finance, in press.

2. Acharya, V., Skeie, D. A model of liquidity hoarding and term premia in inter-bank markets. Journal of Monetary Economics, this issue. doi:10.1016/j.jmoneco.2011.05.006.

3. Liquidity and leverage;Adrian;Journal of Financial Intermediation,2010

4. The changing nature of financial intermediation and the financial crisis of 2007–09;Adrian;Annual Review of Economics,2010

5. Error and attack tolerance of complex networks;Albert;Nature,2000

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