The influence of information diffusion on interbank risk contagion

被引：0
|
作者：
Li, Zhinan [1 ]
Shen, Peilong [1 ]
Liu, Xiaoyuan [1 ]
机构：
[1] School of Finance, Shanxi University of Finance and Economics, Taiyuan, China
来源：
Complexity | 2021年 / 2021卷
关键词：
All Open Access; Gold;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [31] Information risk and credit contagion
    Huang, Alex YiHou
    Cheng, Chiao-Ming
    FINANCE RESEARCH LETTERS, 2013, 10 (03) : 116 - 123
  • [32] COMPLEX NETWORK FOR A CRISIS CONTAGION ON AN INTERBANK SYSTEM
    Tirado, Mariano
    INTERNATIONAL JOURNAL OF MODERN PHYSICS C, 2012, 23 (09):
  • [33] Bank capital, interbank contagion, and bailout policy
    Tian, Suhua
    Yang, Yunhong
    Zhang, Gaiyan
    JOURNAL OF BANKING & FINANCE, 2013, 37 (08) : 2765 - 2778
  • [34] A discrete dynamics approach to interbank financial contagion
    Leventides, John
    Poulios, Costas
    Camouzis, Elias
    IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 2022, 39 (02) : 409 - 442
  • [35] Default contagion risks in Russian interbank market
    Leonidov, A. V.
    Rumyantsev, E. L.
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2016, 451 : 36 - 48
  • [36] Filling in the blanks: network structure and interbank contagion
    Anand, Kartik
    Craig, Ben
    Von Peter, Goetz
    QUANTITATIVE FINANCE, 2015, 15 (04) : 625 - 636
  • [37] Systemic liquidity contagion in the European interbank market
    Macchiati, Valentina
    Brandi, Giuseppe
    Di Matteo, Tiziana
    Paolotti, Daniela
    Caldarelli, Guido
    Cimini, Giulio
    JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, 2022, 17 (02) : 443 - 474
  • [38] Interbank contagion and resolution procedures: inspecting the mechanism
    Gaffeo, E.
    Molinari, M.
    QUANTITATIVE FINANCE, 2015, 15 (04) : 637 - 652
  • [39] Assessing interbank contagion using simulated networks
    Hałaj G.
    Kok C.
    Computational Management Science, 2013, 10 (2-3) : 157 - 186
  • [40] The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
    Ren, Xuemin
    Yuan, George X.
    Jiang, Lishang
    INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2014, 1 (01)
12345