Systemic centrality and systemic communities in financial networks
A systemically important firm could be too-connected-to-fail and/or too-important-to-fail,two properties which centrality measures and community detection methods can capture respectively.This paper examines the performance of these measures in a variance decomposition global financialnetwork. Too-c...
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| Format: | Article |
| Language: | English |
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AIMS Press
2018-06-01
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| Series: | Quantitative Finance and Economics |
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| Online Access: | http://www.aimspress.com/article/10.3934/QFE.2018.2.468/fulltext.html |