Network Entropy and Systemic Risk in Dynamic Banking Systems
We investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and tha...
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| Format: | Article |
| Language: | English |
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Wiley
2017-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2017/1852897 |
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| _version_ | 1832560038977208320 |
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| author | Liang He Shouwei Li |
| author_facet | Liang He Shouwei Li |
| author_sort | Liang He |
| collection | DOAJ |
| description | We investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network. |
| format | Article |
| id | doaj-art-6c2c77433ec2451e96dea891218ca858 |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-6c2c77433ec2451e96dea891218ca8582025-02-03T01:28:37ZengWileyComplexity1076-27871099-05262017-01-01201710.1155/2017/18528971852897Network Entropy and Systemic Risk in Dynamic Banking SystemsLiang He0Shouwei Li1School of Economics, Fudan University, Shanghai 200433, ChinaSchool of Economics and Management, Southeast University, Nanjing 211189, ChinaWe investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network.http://dx.doi.org/10.1155/2017/1852897 |
| spellingShingle | Liang He Shouwei Li Network Entropy and Systemic Risk in Dynamic Banking Systems Complexity |
| title | Network Entropy and Systemic Risk in Dynamic Banking Systems |
| title_full | Network Entropy and Systemic Risk in Dynamic Banking Systems |
| title_fullStr | Network Entropy and Systemic Risk in Dynamic Banking Systems |
| title_full_unstemmed | Network Entropy and Systemic Risk in Dynamic Banking Systems |
| title_short | Network Entropy and Systemic Risk in Dynamic Banking Systems |
| title_sort | network entropy and systemic risk in dynamic banking systems |
| url | http://dx.doi.org/10.1155/2017/1852897 |
| work_keys_str_mv | AT lianghe networkentropyandsystemicriskindynamicbankingsystems AT shouweili networkentropyandsystemicriskindynamicbankingsystems |