Dimensional reduction of solvency contagion dynamics on financial networks

Articolo
Data di Pubblicazione:
2023
Abstract:
Study of the application of dimensional reduction methods to the propagation of credit shocks within an interbank network, modeled according to the DebtRank dynamics.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Complex networks, interbank network, solvency contagion dynamics, dimensional reduction
Elenco autori:
Autori di Ateneo:
Link alla scheda completa:
https://iris.unipv.it/handle/11571/1484875
Pubblicato in:
PHYSICA. A
Journal