Contagious McKean-Vlasov systems with heterogeneous impact and exposure
Zachary Feinstein, Andreas Søjmark
| Year of publication: |
2023
|
|---|---|
| Authors: | Feinstein, Zachary ; Søjmark, Andreas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 3, p. 663-711
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| Subject: | Contagion | Default cascades | Dynamic interbank model | Heterogeneous network | Mean-field limit | Systemic risk | Ansteckungseffekt | Contagion effect | Theorie | Theory | Systemrisiko | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00504-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014328988