References
[1]. Bhattacharya, S. and Gale, D.: Preference shocks, liquidity, and central bank policy. New Approaches to Monetary Economics: Proceedings of the Second International Symposium in Economic Theory and Econometrics. Cambridge University Press, Cambridge, New York, and Melbourne. 69–88 (1987).
[2]. Allen, F. and Gale, D.: Financial contagion Journal of Political Economy 108, 1-33 (2000).
[3]. Boss, M., Elsinger, H., Summer, M. and Thurner, S.: An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report, June, 77–87 (2004).
[4]. Cont, R., Moussa, A. and Santos, E. B.: Network Structure and Systemic Risk in Banking Systems. In Handbook of Systemic Risk. Fouque, J. P., Langsam, J. A., Eds. Cambridge University Press: Cambridge, UK. 327–368 (2012).
[5]. Eboli, M.: Systemic risk in financial networks: a graph theoretic approach. Mimeo Universita di Chieti Pescara (2004).
[6]. Kanno, M.: The network structure and systemic risk in the Japanese interbank market. JPN. World. Econ. 36, 102–112 (2015).
[7]. Ladley, D.: Contagion and risk-sharing on the inter-bank market. J. Econ. Dyn. Control 37, 1384-1400 (2013)
[8]. Ozkan, F. G. and Unsal, D. F.: Global financial crisis, financial contagion and emerging markets. International Monetary Fund (2012).
[9]. Gao, Q., Lv, D. and Jin, X.: Systemic risk of multi-layer financial network system under macroeconomic fluctuations. Front. Phys. 725, 943520 (2022).
Cite this article
Zheng,H. (2023). Enterprise Size Distribution in the Financial Network. Advances in Economics, Management and Political Sciences,20,131-134.
Data availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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References
[1]. Bhattacharya, S. and Gale, D.: Preference shocks, liquidity, and central bank policy. New Approaches to Monetary Economics: Proceedings of the Second International Symposium in Economic Theory and Econometrics. Cambridge University Press, Cambridge, New York, and Melbourne. 69–88 (1987).
[2]. Allen, F. and Gale, D.: Financial contagion Journal of Political Economy 108, 1-33 (2000).
[3]. Boss, M., Elsinger, H., Summer, M. and Thurner, S.: An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report, June, 77–87 (2004).
[4]. Cont, R., Moussa, A. and Santos, E. B.: Network Structure and Systemic Risk in Banking Systems. In Handbook of Systemic Risk. Fouque, J. P., Langsam, J. A., Eds. Cambridge University Press: Cambridge, UK. 327–368 (2012).
[5]. Eboli, M.: Systemic risk in financial networks: a graph theoretic approach. Mimeo Universita di Chieti Pescara (2004).
[6]. Kanno, M.: The network structure and systemic risk in the Japanese interbank market. JPN. World. Econ. 36, 102–112 (2015).
[7]. Ladley, D.: Contagion and risk-sharing on the inter-bank market. J. Econ. Dyn. Control 37, 1384-1400 (2013)
[8]. Ozkan, F. G. and Unsal, D. F.: Global financial crisis, financial contagion and emerging markets. International Monetary Fund (2012).
[9]. Gao, Q., Lv, D. and Jin, X.: Systemic risk of multi-layer financial network system under macroeconomic fluctuations. Front. Phys. 725, 943520 (2022).