Liability concentration and systemic losses in financial networks
Agostino Capponi, Peng-Chu Chen, David D. Yao
| Year of publication: |
September October 2016
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| Authors: | Capponi, Agostino ; Chen, Peng-Chu ; Yao, David D. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1121-1134
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| Subject: | majorization | systemic risk | liability concentration | financial networks | financial contagion | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Unternehmenskonzentration | Market concentration | Unternehmensnetzwerk | Business network | Haftung | Liability | Finanzsektor | Financial sector | Theorie | Theory | Bank | Finanzsystem | Financial system |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2015.1402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594666