"Too interconnected to fail" financial network of US CDS market : topological fragility and systemic risk
Sheri Markose; Simone Giansante; Ali Rais Shaghaghi
| Year of publication: |
2012
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|---|---|
| Authors: | Markose, Sheri M. ; Giansante, Simone ; Shaghaghi, Ali Rais |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 627-646
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| Subject: | Credit default swaps | Financial networks | Eigenvector centrality | Financial contagion | Systemic risk | Super-spreader tax | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Systemrisiko | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Welt | World | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Unternehmensnetzwerk | Business network | Theorie | Theory | Kreditversicherung | Credit insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009697980