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Systemic Risk-Shifting in Financial Networks


Type

Working Paper

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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

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Keywords

financial networks, asset correlation, contagion

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Publisher

Faculty of Economics & Cambridge-INET Institute, University of Cambridge

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