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

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Peyton Young

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Brookings Institution

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