International transmission of shocks and fragility of a bank network

Physica A: Statistical Mechanics and its Applications

Volumn 403, Issue , 2014, Pages 120-129

  Feng, Xiaobing ^a,b   Jo, Woo Seong ^c   Kim, Beom Jun ^c  

^a SHANGHAI UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS   (China)

^b SHANGHAI JIAO TONG UNIVERSITY   (China)

^c Sungkyunkwan University   (South Korea)

Author keywords

Bank network; Financial crisis

Indexed keywords

PHYSICS;

DIRECTED NETWORK; FEEDFORWARD LOOPS; FINANCIAL CRISIS; POLICY IMPLICATIONS; SHOCK TRANSMISSION;

PUBLIC POLICY;

EID: 84897674607     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2014.02.030     Document Type: Article

References (19)

1. D. Helbing Nature 497 2013 51
2. J. Peek, and E. Rosengren Amer. Econ. Rev. 87 1997 495
3. P. Schnabl, Working Paper, Stern School of Business, New York University, 2011.
4. A. Popov, G. Udell, Working Paper, European Central Bank.
5. V. Blondel, J.-L. Guillaume, R. Lambiotte, and E. Lefebvre J. Stat. Mech. 2008 P10008
6. F. Allen, and D. Gale Polit. Econ. 108 2000 1
7. X. Freixas, B. Parigi, J. Rochet, F. Allen, and D. Gale J. Money Credit Bank. 32 2000 611
8. C. Upper, and A. Worms Eur. Econ. Rev. 48 2002 827
9. J. Kambhu, S. Weidman, and N. Krishnan New Directions for Understanding Systemic Risk: A Report on a Conference Cosponsored by the Federal Reserve Bank of New York and the National Academy of Sciences 2006 The National Academies Press Washington, DC
10. M. Soramäki, K. Bech, J. Arnold, R. Glass, and W. Beyeler Physica A 379 2007 317
11. W. Beyeler, R. Glass, M. Bech, and K. Soramäki Physica A 379 2007 317
12. G. Iori, G. Masi, O. Precup, G. Gabbi, and G. Caldarelli J. Econ. Dyn. Control 32 2008 259
13. R. May, S. Levin, and G. Sugihara Nature 451 2008 89
14. M. Bech, J. Chapman, and R. Garratt J. Monetary Econ. 57 2010 352
15. P. Gai, S. Kapadiay, Working Paper, Bank of England 383, 2010.
16. C. Towe, and E. Canetti Proceedings of Conference on Operationalizing Systemic Risk Monitoring 2010 International Monetary Fund Washington, DC
17. X.B. Feng, H.B. Hu, and X.F. Wang Physica A 389 2010 5785
18. A. Garas, P. Argyyrakis, C. Rozenblat, M. Tomassini, and S. Havlin New J. Phys. 12 2010 113043
19. K.J. Krizek, Y. Li, and S.L. Handy Transp. Res. Rec.: J. Transp. Res. Board 1926 2005 252