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Systemic cascades on inhomogeneous random financial networks

This article presents a model of the financial system as an inhomogeneous random financial network (IRFN) with N nodes that represent different types of institutions such as banks or funds and directed weighted edges that signify counterparty relationships between nodes. The onset of a systemic cris...

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Detalles Bibliográficos
Autor principal: Hurd, T. R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9944675/
https://www.ncbi.nlm.nih.gov/pubmed/36846194
http://dx.doi.org/10.1007/s11579-022-00315-7