How does the supervision stringency affect systemic risk based on the differential dynamic model?
This paper focused on the supervision stringency and studied its impact on the financial system risk contagion mechanism. This paper adopts Susceptible-Exposed-Infected-Recovered epidemical model and sets supervision stringency as the principal parameter. The model was formed by a differential equat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
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| Series: | Systems Science & Control Engineering |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/21642583.2019.1681031 |