Contagion in Financial Networks
- Autoren
- Prasanna Gai, Sujit Kapadia
- Jahr
- 2010
- Publikationsort
- Proceedings of the Royal Society A, 466(2120)
- Kategorie
- Financial Networks & Systemic Risk
- Zitierstatus
- Verifiziert
- Bereiche
- liquidity networks
- Anmerkungen
- "Robust-yet-fragile": dense networks absorb small shocks but propagate large ones; source of the R₀ systemic-health metric.
- Relevanz für ƒxyz
- R₀ card documented in ALGORITHM-REFERENCE; the network-safety framing for a routing graph.