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Default Cascades in Complex Networks: Topology and Systemic Risk
The recent crisis has brought to the fore a crucial question that remains still open: what would be the optimal architecture of financial systems? We investigate the stability of several benchmark topologies in a simple default cascading dynamics in bank networks. We analyze the interplay of several...
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| Autori principali: | , , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Nature Publishing Group
2013
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3783890/ https://ncbi.nlm.nih.gov/pubmed/24067913 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep02759 |
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