Pages that link to "Item:Q1623966"
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The following pages link to Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966):
Displaying 10 items.
- A statistical test of Walrasian equilibrium by means of complex networks theory (Q505561) (← links)
- Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
- The role of bank relationships in the interbank market (Q1657486) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Double-layer network model of bank-enterprise counterparty credit risk contagion (Q2221641) (← links)
- Reconstructing and stress testing credit networks (Q2291807) (← links)
- A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market (Q2329477) (← links)
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach (Q6094472) (← links)