Contagion in Financial Networks

Paul Glasserman () and H. Peyton Young ()
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Paul Glasserman: Columbia University
H. Peyton Young: Office of Financial Research

No 15-21, Working Papers from Office of Financial Research, US Department of the Treasury

Abstract: This paper surveys the rapidly growing literature about interconnectedness and financial stability. The paper focuses on insights in the literature on the relationship between network structure and the vulnerability of the financial system to contagion.

Keywords: Contagion; Financial Networks; Eisenberg-Noe framework (search for similar items in EconPapers)
Pages: 76 pages
Date: 2015-10-20
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:ofr:wpaper:15-21

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