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

^*Autore corrispondente per questo lavoro

Risultato della ricerca: Contributo in rivista › Articolo

283 Citazioni (Scopus)

Abstract

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

Lingua originale	Inglese
pagine (da-a)	1121-1141
Numero di pagine	21
Rivista	Journal of Economic Dynamics and Control
Numero di pubblicazione	36
DOI	https://doi.org/10.1016/j.jedc.2012.04.001
Stato di pubblicazione	Pubblicato - 2012

All Science Journal Classification (ASJC) codes

Economia ed Econometria
Controllo e Ottimizzazione
Matematica Applicata

Keywords

Credit Network
Systemic Risk

Accesso al documento

10.1016/j.jedc.2012.04.001

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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",

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

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AU - Delli Gatti, Domenico

AU - Greenwald, Bruce

AU - Stiglitz, Joseph

AU - Battiston, Stefano

AU - Gallegati, Mauro

PY - 2012

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KW - Systemic Risk

KW - Credit Network

KW - Systemic Risk

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U2 - 10.1016/j.jedc.2012.04.001

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Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Accesso al documento

Altri file e collegamenti

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