| Autor: |
Tabak, Benjamin Miranda, Silva, Thiago Christiano, Sensoy, Ahmet |
| Předmět: |
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| Zdroj: |
Complexity; 12/5/2019, p1-3, 3p |
| Abstrakt: |
This special issue on financial networks seeks to bring novel methods and discussions to improve our understanding of financial markets. For instance, the integration of other contagion transmission channels besides the traditional interbank and stock markets is an important step to take if one wants to really understand how interconnectedness drives loss amplification across different financial systems. Some papers in our special issue estimate systemic risk (Systemic Risk in the Interbank Market with Overlapping Portfolios) and model contagion using an agent-based modeling approach combined with complex networks (Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network) and risk investor contagion (Price Linkage Rumors in the Stock Market and Investor Risk Contagion on Bilayer-Coupled Networks). [Extracted from the article] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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