Contagion in Financial Networks

76 Pages Posted: 29 Oct 2015

See all articles by Paul Glasserman

Paul Glasserman

Columbia Business School

Peyton Young

Government of the United States of America - Office of Financial Research; Brookings Institution; University of Oxford

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

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

Paul Glasserman (Contact Author)

Columbia Business School ( email )

New York, NY
United States

Peyton Young

Government of the United States of America - Office of Financial Research ( email )

717 14th Street, NW
Washington DC, DC 20005
United States

Brookings Institution

1775 Massachusetts Ave, NW
Washington, DC 20036
United States

University of Oxford

Mansfield Road
Oxford, Oxfordshire OX1 4AU
United Kingdom

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