Contagion in Financial Networks
76 Pages Posted: 29 Oct 2015
Date Written: October 20, 2015
Abstract
This paper surveys the rapidly growing literature about interconnectedness and financial stability. The paper focuses on insights in the literature on the relationship between network structure and the vulnerability of the financial system to contagion.
Suggested Citation: Suggested Citation
Glasserman, Paul and Young, Peyton, Contagion in Financial Networks (October 20, 2015). Office of Financial Research Working Paper No. 15-21, Available at SSRN: https://ssrn.com/abstract=2681392 or http://dx.doi.org/10.2139/ssrn.2681392
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