俄罗斯银行间网络:主要特征及其对传染的稳定性
风险管理
2012-10-16 v1
摘要
从网络视角分析了表征俄罗斯隔夜银行间市场的系统性风险。
引用
@article{arxiv.1210.3814,
title = {Russian interbank networks: main characteristics and stability with respect to contagion},
author = {A. V. Leonidov and E. L. Rumyantsev},
journal= {arXiv preprint arXiv:1210.3814},
year = {2012}
}
备注
To appear in the Proceedings the International Conference "Instabilities and Control of Excitable Networks: from macro- to nano- systems"