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Jos\'e Roberto Iglesias 1 Juan Carlos Gonz\'alez-Avella 1 Quadros, Vanessa Hoffmann de 1
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Propagation of Systemic Risk in Interbank Networks
Quadros, Vanessa Hoffmann de; Juan Carlos Gonz\'alez-Avella - arXiv.org - 2014
This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank...
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