A network model of systemic risk: stress testing the banking system1-Reference-Cited by-同舟云学术

A network model of systemic risk: stress testing the banking system1

Published:2009-01 Issue:1-2 Volume:16 Page:87-110
ISSN:1055-615X
Container-title:Intelligent Systems in Accounting, Finance & Management
language:en
Short-container-title:Intell. Syst. Acc. Fin. Mgmt.

Author:

Canedo Javier Márquez Diez,Jaramillo Serafín Martínez

Publisher

Wiley

Subject

Finance,General Business, Management and Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/isaf.295/fullpdf

Reference31 articles.

1. Optimal financial crises;Allen;Journal of Finance,1998

2. Financial contagion;Allen;Journal of Political Economy,2000

3. Interbank exposures and systemic risk;Blavarg;Sveriges Riskbank Economic Review,2002

4. Boss M, Elsinger H, Summer M, Thurner S. 2004a. An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report, 77-87.

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