Multichannel contagion and systemic stabilisation strategies in interconnected financial markets
Abstract
To date, existing studies that use multilayer networks, in their multiplex form, to analyse the structure of financial systems, have (i) considered the structure as a non-interconnected multiplex network, (ii) no mechanism of multichannel contagion has been modelled and empirically evaluated and (iii) no multichannel stabilisation strategies for pre-emptive contagion containment have been designed. This paper formulates an interconnected...
Paper Details
Title
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets
Published Date
Sep 20, 2017
Journal
Volume
17
Issue
12
Pages
1885 - 1904
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