An optimization view of financial systemic risk modeling : network effect and market liquidity effect
Nan Chen, Xin Liu, David D. Yao
| Year of publication: |
September October 2016
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| Authors: | Chen, Nan ; Liu, Xin ; Yao, David D. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1089-1108
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| Subject: | systemic risk | financial network | contagion | market liquidity | Systemrisiko | Systemic risk | Liquidität | Liquidity | Ansteckungseffekt | Contagion effect | Theorie | Theory | Netzwerkökonomik | Network economics | Marktliquidität | Market liquidity | Finanzmarkt | Financial market | Bankenliquidität | Bank liquidity | Bankenkrise | Banking crisis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594656