Systemic Risk Analysis of Multi-Layer Financial Network System Based on Multiple Interconnections between Banks, Firms, and Assets
Global financial systems are increasingly interconnected, and risks can spread more easily, potentially causing systemic risks. Research on systemic risk based on multi-layer financial networks is relatively scarce, and studies usually focus on only one type of risk. This paper develops a model of t...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-09-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/24/9/1252 |