Risk analysis and controllability of credit market
In this paper we present the behaviours of a simple credit market model built upon a static directed complex network topology. We found that the market structure plays a key role on the stability of such a model. Cyclic topologies accumulate more debt than acyclic ones,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-02-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201549008 |