Contagion in Financial Networks: A Threat Index
Author:
Affiliation:
1. Paris School of Economics, Ecole des Hautes Etudes en Sciences Sociales, 75014 Paris, France
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Link
https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.2016.2592
Reference29 articles.
1. Systemic Risk and Stability in Financial Networks
2. Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
3. Adrian T, Brunnermeier MK (2011) CoVaR. NBER Working Paper 17457, National Bureau of Economic Research, Cambridge, MA.
4. Liquidity and leverage
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