Pages that link to "Item:Q4554229"
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The following pages link to Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229):
Displayed 10 items.
- Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
- To bail-out or to bail-in? Answers from an agent-based model (Q1623970) (← links)
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
- Incentivizing resilience in financial networks (Q1655678) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
- Applying deep learning method in TVP-VAR model under systematic financial risk monitoring and early warning (Q2196031) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
- Fair immunization and network topology of complex financial ecosystems (Q2685076) (← links)
