Measuring the systemic risk in indirect financial networks
Year of publication: |
2022
|
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Authors: | Cao, Jie ; Wen, Fenghua ; Stanley, H. Eugene |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 11, p. 1053-1098
|
Subject: | contagion | deleveraging | fire sale | indirect financial network | Systemic risk | Systemrisiko | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Finanzsektor | Financial sector | Bank | Theorie | Theory | Finanzsystem | Financial system | Netzwerk | Network | Risiko | Risk | Kreditrisiko | Credit risk | Bankenkrise | Banking crisis |
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