Dynamical macroprudential stress testing using network theory
Year of publication: |
October 2015
|
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Authors: | Levy Carciente, Sary ; Kenett, Dror Y. ; Avakian, Adam ; Stanley, H. Eugene ; Havlin, Shlomo |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 59.2015, p. 164-181
|
Subject: | Financial networks | Interdependence | Contagion | Banking system | Venezuela | Macroprudential | Finanzsystem | Financial system | Ansteckungseffekt | Contagion effect | Finanzmarktaufsicht | Financial supervision | Stresstest | Stress test | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Bankenkrise | Banking crisis | Unternehmensnetzwerk | Business network | Bankenaufsicht | Banking supervision | Bankrisiko | Bank risk | Netzwerk | Network | Finanzkrise | Financial crisis |
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