Network topology and interbank credit risk

Author:

González-Avella Juan Carlos,de Quadros Vanessa Hoffmann,Iglesias José Roberto

Funder

CNPq

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference25 articles.

1. Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information;Montagna,2014

2. Interbank tiering and money center banks;Craig;J Financ Intermed,2014

3. The transmission of financial stress from advanced to emerging economies;Balakrishnana;Emerg Mark Financ Trade,2011

4. Transmission of u.s. financial shocks to emerging market economies: evidence from claims by u.s. banks;Jo;Emerg Mark Financ Trade,2014

5. Financial contagion;Allen;J Political Econ,2000

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