How likely is contagion in financial networks?

Journal of Banking and Finance

Volumn 50, Issue , 2015, Pages 383-399

  Glasserman, Paul ^a   Young, H Peyton ^b,c,d  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d Office of Financial Research   (United States)

Author keywords

Contagion; Financial network; Systemic risk

Indexed keywords

EID: 84922242878     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2014.02.006     Document Type: Article

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