Financial Contagion in a Multilayer Network

This is the code repository for the IMF working paper "Financial Contagion in a Multilayer Network", by Yevgeniya Korniyenko, Manasa Patnam, Rita Maria Del Rio-Chanona, and Mason A. Porter

Setup

git pull https://github.com/johnsonice/Financial_Contagion_Network.git
cd Financial_Contagion_Network
pip install -r requirements.txt

Folder Structure

• ./data : raw input data and all adjacency matrix
• ./lib : python utility modules being used in other scripts
• ./results : network structural measurements; contagion results; charts etc
• ./src : materals for readme
• 01* - 06* : scripts to reproduce all results and charts in the paper

Results