Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

Domenico Delli Gatti; Bruce Greenwald; Joseph Stiglitz; Stefano Battiston; Mauro Gallegati

doi:10.1016/j.jedc.2012.04.001

Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

Domenico Delli Gatti
, Bruce Greenwald
, Joseph Stiglitz
, Stefano Battiston^*
, Mauro Gallegati

^*Corresponding author

Columbia University
ETH Zurich
Marche Polytechnic University

Research output: Contribution to journal › Article

283 Citations (Scopus)

Abstract

We explore the relationship between connectivity and systemic risk in a credit network

Original language	English
Pages (from-to)	1121-1141
Number of pages	21
Journal	Journal of Economic Dynamics and Control
Issue number	36
DOIs	https://doi.org/10.1016/j.jedc.2012.04.001
Publication status	Published - 2012

All Science Journal Classification (ASJC) codes

Economics and Econometrics
Control and Optimization
Applied Mathematics

Keywords

Credit Network
Systemic Risk

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10.1016/j.jedc.2012.04.001

Cite this

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title = "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk",

abstract = "We explore the relationship between connectivity and systemic risk in a credit network",

keywords = "Credit Network, Systemic Risk, Credit Network, Systemic Risk",

author = "\{Delli Gatti\}, Domenico and Bruce Greenwald and Joseph Stiglitz and Stefano Battiston and Mauro Gallegati",

year = "2012",

doi = "10.1016/j.jedc.2012.04.001",

language = "English",

pages = "1121--1141",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier BV",

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T1 - Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

AU - Delli Gatti, Domenico

AU - Greenwald, Bruce

AU - Stiglitz, Joseph

AU - Battiston, Stefano

AU - Gallegati, Mauro

PY - 2012

Y1 - 2012

N2 - We explore the relationship between connectivity and systemic risk in a credit network

AB - We explore the relationship between connectivity and systemic risk in a credit network

KW - Credit Network

KW - Systemic Risk

KW - Credit Network

KW - Systemic Risk

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U2 - 10.1016/j.jedc.2012.04.001

DO - 10.1016/j.jedc.2012.04.001

M3 - Article

SN - 0165-1889

SP - 1121

EP - 1141

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

IS - 36

ER -

Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Access to Document

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