Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

Domenico Delli Gatti, Stefano Battiston, Mauro Gallegati, Bruce Greenwald, Joseph E. Stiglitz

Research output: Contribution to journalArticle

283 Citations (Scopus)

Abstract

We explore the relationship between connectivity and systemic risk in a credit network
Original languageEnglish
Pages (from-to)1121-1141
Number of pages21
JournalJOURNAL OF ECONOMIC DYNAMICS & CONTROL
Publication statusPublished - 2012

Keywords

  • Credit Network
  • Systemic Risk

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