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
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
  • [1] The Influence of Information Diffusion on Interbank Risk Contagion
    Li, Zhinan
    Shen, Peilong
    Liu, Xiaoyuan
    [J]. COMPLEXITY, 2021, 2021
  • [2] How does risk information dissemination affect risk contagion in the interbank market?
    Li, Zhinan
    Liu, Xiaoyuan
    [J]. PLOS ONE, 2022, 17 (07):
  • [3] Interbank exposures: Quantifying the risk of contagion
    Furfine, CH
    [J]. JOURNAL OF MONEY CREDIT AND BANKING, 2003, 35 (01) : 111 - 128
  • [4] Loss distribution of interbank contagion risk
    Li, Shouwei
    Sui, Xin
    Xu, Tao
    [J]. APPLIED ECONOMICS LETTERS, 2015, 22 (10) : 830 - 834
  • [5] Liquidity risk contagion in the interbank market
    Eross, Andrea
    Urquhart, Andrew
    Wolfe, Simon
    [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2016, 45 : 142 - 155
  • [6] Control of Interbank Contagion Under Partial Information
    Amini, Hamed
    Minca, Andreea
    Sulem, Agnes
    [J]. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2015, 6 (01): : 1195 - 1219
  • [7] Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
    Montagna, Mattia
    Lux, Thomas
    [J]. QUANTITATIVE FINANCE, 2017, 17 (01) : 101 - 120
  • [8] Systemic risk, maximum entropy and interbank contagion
    Andrecut, M.
    [J]. INTERNATIONAL JOURNAL OF MODERN PHYSICS C, 2016, 27 (12):
  • [9] Contagion mechanism of liquidity risk in the interbank network
    Chen, Naixi
    Fan, Hong
    Pang, Congyuan
    [J]. ECONOMIC MODELLING, 2024, 140
  • [10] Systemic risk contagion based on interbank networks
    Deng, Jing
    Cao, Shi-Nan
    Pan, Huan-Xue
    Qin, Tao
    [J]. Complex Systems and Complexity Science, 2013, 10 (04) : 76 - 85