Contagion in financial networks

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 466, Issue 2120, 2010, Pages 2401-2423

  Gai, Prasanna ^a   Kapadia, Sujit ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b BANK OF ENGLAND   (United Kingdom)

Author keywords

Contagion; Financial crises; Liquidity risk; Network models; Systemic risk

Indexed keywords

MATHEMATICAL MODELS;

CONTAGION; FINANCIAL CRISIS; LIQUIDITY RISK; NETWORK MODELS; SYSTEMIC RISK;

FINANCE;

EID: 77955964035     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2009.0410     Document Type: Article

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