Mathematical modeling and analysis of insolvency contagion in an interbank network
Xuemin Ren, Lishang Jiang
| Year of publication: |
November 2016
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| Authors: | Ren, Xuemin ; Jiang, Lishang |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 6, p. 759-783
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| Subject: | Systemic risk | Clearing payment vector | Contagion | Interbank network | Double obstacle problem | Ansteckungseffekt | Contagion effect | Interbankenmarkt | Interbank market | Systemrisiko | Geldmarkt | Money market | Unternehmensnetzwerk | Business network | Insolvenz | Insolvency | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Netzwerk | Network | Finanzkrise | Financial crisis | Bankinsolvenz | Bank failure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2016.09.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622367