Nestedness and systemic risk in financial networks
In this paper, we explore the relationship between node nestedness contribution and network stability in financial networks. We rely on data from the Brazilian interbank market. For each bank in the network, we computed the individual nestedness contribution (INC), along with two measures of systemi...
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| Hauptverfasser: | , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Elsevier
2025-06-01
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| Schriftenreihe: | Latin American Journal of Central Banking |
| Schlagworte: | |
| Online-Zugang: | http://www.sciencedirect.com/science/article/pii/S2666143824000188 |
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