Multilayer Networks and Financial Contagion

A multilayer network approach reveals how interconnected equity, debt, and banking exposures propagate financial contagion across countries.
Published

August 1, 2020

We study interconnectedness of the global financial system and its susceptibility to shocks. We study multiple channels of financial contagion using a multilayer network approach.

Multilayer network diagram of countries connected by equity, debt, and banking exposures

References