We explore the relationship between connectivity and systemic risk in a credit network
Delli Gatti, D., Greenwald, B., Stiglitz, J., Battiston, S., Gallegati, M., Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk, <<JOURNAL OF ECONOMIC DYNAMICS & CONTROL>>, 2012; (36): 1121-1141. [doi:10.1016/j.jedc.2012.04.001] [http://hdl.handle.net/10807/14013]
Liaisons Dangereuses: Increasing Connectivity, Risk Sharing and Systemic Risk
Delli Gatti, Domenico;
2012
Abstract
We explore the relationship between connectivity and systemic risk in a credit network
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