Complex financial networks and systemic risk: a review
(2015)
Book Chapter
Bougheas, S., & Kirman, A. (2015). Complex financial networks and systemic risk: a review. In P. Commendatore, S. Kayam, & I. Kubin (Eds.), Complexity and Geographical Economics: Topics and Tools. Springer International Publishing. https://doi.org/10.1007/978-3-319-12805-4_6
In this paper we review recent advances in financial economics in relation to the measurement of systemic risk. We start by reviewing studies that apply traditional measures of risk to financial institutions. However, the main focus of the review is... Read More about Complex financial networks and systemic risk: a review.