Community Structure and Systemic Risk of Bank Correlation Networks Based on the U.S. Financial Crisis in 2008
This paper studies the community structure of the bank correlation network in the financial system and analyzes the systemic risk of the community sub-networks. Based on the balance sheet data of U.S. commercial banks from 2008, we establish a bank correlation network for each state according to the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-05-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/14/6/162 |