Network Entropy and Systemic Risk in Dynamic Banking Systems
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We investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network.
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2010 ◽
Vol 21
(08)
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pp. 1001-1010
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2016 ◽
Vol 35
(1)
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2011 ◽
Vol 22
(08)
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pp. 765-773
2016 ◽
Vol 3
(3)
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pp. 151-179
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2006 ◽
Vol 20
(27)
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pp. 1755-1761
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