Simulation of interactive contagion between depositors' panic and banking risk

Contagion (spread of harmful idea) and control of bank risk have been an eternal topic in the field of financial research. In this paper, we firstly use the savings mechanism to combine the social network of depositors with the network of balance sheets in the banking system to build multiple networ...

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Veröffentlicht in:	International journal of finance and economics 2023-01, Vol.28 (1), p.392-404
Hauptverfasser:	Gong, Shuwen, Zou, Huiwen
Format:	Artikel
Sprache:	eng
Schlagworte:	Banking Banking industry banking risk complex network Emotions Liquidity multi‐agent panic contagion Risk exposure simulation Social networks
Online-Zugang:	Volltext
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