Systemic Risk-Shifting in Financial Networks
Repository URI
Repository DOI
Change log
Authors
Elliott, M.
Georg, C-P.
Hazell, J.
Abstract
Banks face different but potentially correlated risks from outside the financial system. Financial connections can share these risks, but also create the means by which shocks can propagate. We examine this tradeoff in the context of a new stylised fact w
Description
Keywords
financial networks, asset correlation, contagion
Is Part Of
Publisher
Faculty of Economics & Cambridge-INET Institute, University of Cambridge