Financial contagion in a stochastic block model
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
| Year of publication: |
2020
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|---|---|
| Authors: | Detering, Nils ; Meyer-Brandis, Thilo ; Panagiotou, Konstantinos ; Ritter, Daniel |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 8, p. 1-53
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| Subject: | Systemic risk | financial contagion | inhomogeneous random graphs | weighted random graphs | directed random graphs | stochastic block model | core-periphery | assortative random graphs | counterparty-dependent exposures | Graphentheorie | Graph theory | Ansteckungseffekt | Contagion effect | Stochastischer Prozess | Stochastic process | Deskriptive Statistik | Descriptive statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496916