A model-based index for systemic risk contribution measurement in financial networks
Yang Deng, Ziqing Zhang, Li Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Deng, Yang ; Zhang, Ziqing ; Zhu, Li |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 95.2021, p. 35-48
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| Subject: | Cascade default path | Financial network | Risk contagion | Systemic risk contribution | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Finanzsektor | Financial sector | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Risiko | Risk | Bankenkrise | Banking crisis | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Messung | Measurement | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012695628