Directed clustering coefficient as a measure of systemic risk in complex banking networks

Physica A: Statistical Mechanics and its Applications

Volumn 394, Issue , 2014, Pages 211-216

  Tabak, Benjamin M ^a   Takami, Marcelo ^b   Rocha, Jadson M C ^c   Cajueiro, Daniel O ^c   Souza, Sergio R S ^b  

^a UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

^b BANCO CENTRAL DO BRASIL   (Brazil)

^c UNIVERSITY OF BRASILIA   (Brazil)

Author keywords

Clusters; Dynamic topology; Interbank markets; Systemic risk

Indexed keywords

RISK ASSESSMENT;

AGGREGATE BEHAVIOR; CLUSTERING COEFFICIENT; CLUSTERS; DYNAMIC TOPOLOGIES; INTERBANK MARKET; INTEREST RATES; SYSTEMIC RISKS;

COMPLEX NETWORKS;

EID: 84887230679     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.09.010     Document Type: Article

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