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Volumn 3, Issue , 2013, Pages

DebtRank-transparency: Controlling systemic risk in financial networks

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; COMPUTER SIMULATION; FINANCIAL MANAGEMENT; HUMAN; RISK MANAGEMENT; STATISTICAL MODEL;

EID: 84878736575     PISSN: None     EISSN: 20452322     Source Type: Journal    
DOI: 10.1038/srep01888     Document Type: Article
Times cited : (118)

References (25)
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    • Haldane, A.G.1    May, R.M.2
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    • Leverage causes fat tails and clustered volatility
    • Thurner, S., Farmer, J. & Geanakoplos, J. Leverage causes fat tails and clustered volatility. Quantitative Finance 12, 695-707 (2012).
    • (2012) Quantitative Finance , vol.12 , pp. 695-707
    • Thurner, S.1    Farmer, J.2    Geanakoplos, J.3
  • 6
    • 18444382311 scopus 로고    scopus 로고
    • The network topology of the interbank market
    • Santa Fe Institute preprint 03-10-054
    • Boss, M., Elsinger, H., Summer, M. & Thurner, S. The network topology of the interbank market. Quantitative Finance 4, 677-684 (2005). Santa Fe Institute preprint 03-10-054.
    • (2005) Quantitative Finance , vol.4 , pp. 677-684
    • Boss, M.1    Elsinger, H.2    Summer, M.3    Thurner, S.4
  • 7
    • 0041029533 scopus 로고    scopus 로고
    • Systemic risk, interbank relations, and liquidity provision by the central bank
    • Freixas, X., Parigi, B. M. & Rochet, J.-C. Systemic risk, interbank relations, and liquidity provision by the central bank. Proceedings 611-640 (2000).
    • (2000) Proceedings , pp. 611-640
    • Freixas, X.1    Parigi, B.M.2    Rochet, J.-C.3
  • 10
    • 84865436188 scopus 로고    scopus 로고
    • Target loans, current account balances and capital flows: The ECB's rescue facility
    • Sinn, H.-W. & Wollmershäuser, T. Target loans, current account balances and capital flows: the ECB's rescue facility. International Tax and Public Finance 19, 468-508 (2012).
    • (2012) International Tax and Public Finance , vol.19 , pp. 468-508
    • Sinn, H.-W.1    Wollmershäuser, T.2
  • 17
    • 84864838325 scopus 로고    scopus 로고
    • Debtrank: Too central to fail? financial networks, the FED and systemic risk
    • Battiston, S., Puliga, M., Kaushik, R., Tasca, P. & Caldarelli, G. Debtrank: Too central to fail? financial networks, the FED and systemic risk. Sci. Rep. 2, (2012).
    • (2012) Sci. Rep. , vol.2
    • Battiston, S.1    Puliga, M.2    Kaushik, R.3    Tasca, P.4    Caldarelli, G.5
  • 18
    • 0002827622 scopus 로고
    • A new status index derived from sociometric analysis
    • Katz, L. A new status index derived from sociometric analysis. Psychometrika 18, 39-43 (1953).
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    • Katz, L.1
  • 20
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    • Risk trading, network topology and banking regulation
    • DOI 10.1088/1469-7688/3/4/307, PII S1469768803593198
    • Thurner, S., Hanel, R. & Pichler, S. Risk trading, network topology and banking regulation. Quantitative Finance 3, 306-319 (2003). (Pubitemid 37528465)
    • (2003) Quantitative Finance , vol.3 , Issue.4 , pp. 306-319
    • Thurner, S.1    Hanel, R.2    Pichler, S.3
  • 21
  • 23
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    • URL 15 April 2013
    • URL http://de.wikipedia.org/wiki/Deutsches-Bankwesen (15 April 2013).
  • 24
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.