Using Shapley's asymmetric power index to measure banks' contributions to systemic risk
Rodney Garratt , Lewis Webber and Matthew Willison
| Year of publication: |
June 2016
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|---|---|
| Authors: | Garratt, Rod ; Webber, Lewis ; Willison, Matthew |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 2.2016, 2, p. 35-55
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| Subject: | Shapley value | systemic risk | contagion | bank regulation | interbank contagion | critical threshold | Systemrisiko | Systemic risk | Shapley-Wert | Ansteckungseffekt | Contagion effect | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Spieltheorie | Game theory | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation |
| 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/10011578911