Quantification of systemic risk from overlapping portfolios in the financial system
Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli, Stefan Thurner
| Year of publication: |
2021
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|---|---|
| Authors: | Poledna, Sebastian ; Martínez-Jaramillo, Serafín ; Caccioli, Fabio ; Thurner, Stefan |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-9
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| Subject: | Systemic risk | Overlapping portfolios | Financial networks | Financial regulation | Multi-layer networks | Systemrisiko | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Theorie | Theory | Finanzsystem | Financial system | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation | Regulierung | Regulation | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2020.100808 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012745454