| Systemic risk and dynamics of contagion: a duplex inter-bank network | |
| Ding, Ding; Han, Liyan; Yin, Libo | |
| 刊名 | QUANTITATIVE FINANCE
 |
| 2017 | |
| 卷号 | 17页码:1435-1445 |
| 关键词 | Systemic risk Dynamics of contagion Complex networks Duplex banking networks Default shock Liquidity shock |
| ISSN号 | 1469-7688 |
| DOI | 10.1080/14697688.2016.1274046 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE ; SSCI |
| WOS记录号 | WOS:000407472100009 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5938206 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Ding, Ding,Han, Liyan,Yin, Libo. Systemic risk and dynamics of contagion: a duplex inter-bank network[J]. QUANTITATIVE FINANCE,2017,17:1435-1445. |
| APA | Ding, Ding,Han, Liyan,&Yin, Libo.(2017).Systemic risk and dynamics of contagion: a duplex inter-bank network.QUANTITATIVE FINANCE,17,1435-1445. |
| MLA | Ding, Ding,et al."Systemic risk and dynamics of contagion: a duplex inter-bank network".QUANTITATIVE FINANCE 17(2017):1435-1445. |
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