What is the minimal systemic risk in financial exposure networks?
Christian Diem, Anton Pichler, Stefan Thurner
| Year of publication: |
2020
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|---|---|
| Authors: | Diem, Christian ; Pichler, Anton ; Thurner, Stefan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 116.2020, p. 1-28
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| Subject: | Contagion | DebtRank | Financial networks | Interbank market | Mixed-integer linear programming | Network optimization | Network topology measures and Systemic risk | Systemic risk-efficiency | Systemrisiko | Systemic risk | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect | Netzwerk | Network | Interbankenmarkt | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2020.103900 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503232