This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages andfollow different approaches, from agent-based modelling to empirical investigation of large and sometimes confidential data. The special issue collects some of the contributionspresented at the international workshop‘Interlinkages and systemic risk ’ , which took place in Ancona (Italy) on 4 – 5 July 2013. The workshop, organized within the researchproject‘. New tools in the credit network modeling with agents ’ heterogeneity ’ funded by the Institute for New Economic Thinking, was attended by a balanced mix of scholars from academia and economists from central banks and regulatory authorities.
|Numero di pagine||2|
|Stato di pubblicazione||Published - 2015|
All Science Journal Classification (ASJC) codes