Resilience of Interbank Market Networks to Shocks
This paper first constructs a tiered network model of the interbank market. Then, from the perspective of contagion risk, it studies numerically the resilience of four types of interbank market network models to shocks, namely, tiered networks, random networks, small-world networks, and scale-free n...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2011/594945 |
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